What are you IPs set as? Are you behind a router? If they're all set as your WAN IP, then you need to configure your loop back so it contains your WAN IP address. Then when you try and connect to your WAN IP, it will pick up your loopback adapter and then send you back on yourself. (obviously)
So if you've got yours setup with your WAN IP you need to go in Network Connections, right click your Loopback adapter, go to properties, click TCP/IP and then properties. Then you want to put in your WAN IP into the IP address. The submask can be just 255.255.255.0 I believe....and then I don't think you need to fill in any of the other information.
I've not done/tried this in ages, so excuse me if you need to put in certain information into the other locations like DNS server. (You shouldn't need to though)