I am working on Unreal 4.0.3 and it is running but.............the only one who can connect to it is me. I tryed with 2 computers and both are connected. But others can't connect.
We have two FAQ items specifically for these cases. They can be found here: FAQ: Connecting problems. Not sure which of the two cases apply to you but they cover both servers at home and servers on a VPS/shell.
If you're still lost, let us know which of the steps you tried of the FAQ and what the results were.