I am using windows media encoder to broadcast audio over the internet. I am able to broadcast the audio to my LAN but when I give out the URL for others to use it gives an error thats says it can't connect to the server. I use windows media player to listen to the audio and just put the URL in. On my LAN if I use the URL it works fine but outside my LAN it doesn't is there something that I am not setting correctly.

What is the URL? If it refers to a machine on your LAN, then it cannot work on the internet. You will have to set up port forwarding on your router and use an URL that refers to your internet address.

It does refer to a machine on my URL. So I will need to set up port forwarding. I have a Linksys Router. How do you set up port forwarding to refer a URL to an internet address. I can't find any tutorials any where or directions/tips on how to do it.

Did you actually look? Theres a guide even on the Windows Media Encoder home page..