|First off, I wouldn't use wireless for gaming. A wired connection will always perform better.|
Second, I'm guessing you run the game in host mode and your friend connects to you? If this is correct, you would have to create a port forward on your SOHO router. To do so you would need the LAN IP of the computer running the game and you would also need to know what port the game runs on.
Then you would connect to the router's management interface and find the "port forward" section and you would create a port forward. If for example the game uses port 9900 in TCP and the PC running the game had the LAN IP of 192.168.1.100 you would do something like the following:
Forward port 9900 TCP to 192.168.1.100
Configuration of port forwards varies with dfferent brands of routers but that's the basic idea.
Once done correctly, you would go to "what's my IP" and get your external (internal) IP address and your friend would use that IP to connect to your game. Your router's port forward would automatically redirect that connection to your game.
Then, your family members could still use the internet while you gamed. Oh, it would be my recommendation to use a wired connection yourself when gaming, especially if your running the game in host (server) mode.
It matters not how straight the gate,
How charged with punishments the scroll,
I am the master of my fate;
I am the captain of my soul.