Skype and Google Talk are pretty clever in the way that they still work even if all of its users are behind firewalls (or NAT systems) that block incoming connections. The way they enable two-way connections is by using a 'firewall busting' technique. Simply, a central server does nothing but share IP addresses (and port numbers) and clients can then 'punch' holes through their firewalls and trick their firewalls and routers to route incoming packets back to them if they have certain source host and port numbers.

I was playing with the technique and have put together an example client that you can run on two separate hosts that have no open incoming ports but which demonstrates two way connection to an arbitrary port (6311 in this case) with UDP. Run this code on separate hosts and provide the hostname of the other host as a command line argument. This way, both programs will punch a hole through their own firewall and connect to each other, before randomly swapping messages back and forth.

require 'socket'

remote_host = ARGV.first

# Punches hole in firewall
punch = UDPSocket.new
punch.bind('', 6311)
punch.send('', 0, remote_host, 6311)
punch.close

# Bind for receiving
udp_in = UDPSocket.new
udp_in.bind('0.0.0.0', 6311)
puts "Binding to local port 6311"

loop do
  # Receive data or time out after 5 seconds
  if IO.select([udp_in], nil, nil, rand(4))
        data = udp_in.recvfrom(1024)
        remote_port = data[1][1]
        remote_addr = data[1][3]
        puts "Response from #{remote_addr}:#{remote_port} is #{data[0]}"
  else
        puts "Sending a little something.."
        udp_in.send(Time.now.to_s, 0, remote_host, 6311)
  end
end

If you have a cleaner way of doing this, post a comment. This is just a quick prototype, but it works fine on my test boxes.