Please note, these instructions are for OS X Lion.
First, you need to get the IP address of your machine on your local network. In OS X, the easiest place to find this is in System Preferences > Network. If you're using DHCP on your local network, you will want to make sure your computer requests the same IP address when it renews it's IP address lease. I recommend configuring the DCHP Reservation settings on your router to accomplish this. Otherwise, you can specify a manual address in your network settings:
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Go to System Preferences > Network
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Click Advanced...