you have a router?
what ppl are trying to tell you is that you must forward the IP of your internet connection to the IP of your pc in order to make it to work.
For example,
IP of your internet connection is 210.115.15.44 (let's call it IP1)
IP of the PC that has Serv-U installed 192.168.100.1 (let's call it IP2)
IP2 is invisible to the outside of your network. Other machine can only see IP1. In order to make your Serv-U works, you must point the FTP connection (default is port 21) from outside to IP1 to IP2 which means everytime there is a connection to port 21 @ IP1, it'll forward that connection to IP2. In Serve-U, only IP1 is entered as the IP of the FTP server.
If you have a router, the task is very simple by using the feature called PORT FORWARDING or VIRTUAL SERVER, just ENABLE the port # (default is port 21) and enter the IP address of your pc (IP2, in this example)
Honestly, I don't know how to do that with Internet Connection Sharing because I never use it.