It's not that easy to setup Wake on WAN.
You'll need to setup your router to accept WOL packets from the external network, and then to re-broadcast that to your internal network. How you do it depends on your router.
There's some information here:
http://www.dd-wrt.com/wiki/index.php/WOL...Forwarding
What you're basically doing is setting up your router to port forward external requests on port 9 to a non-existent IP within your network, then a ARP entry which translates the non-existent IP to a MAC of FF:FF:FF:FF:FF:FF, which will broadcast the requests through your network. It shouldn't wake every device set to WOL when a request is received though.