Before you begin, you'll need to find the IP address of your iPhone on your local network. You can find it by going into into your router admin (usually via http://192.168.1.1), and browsing to Status > Local Network > "DCHP Clients Table" button. You'll see a listing of the devices connected to your network along with their IP and Ethernet addresses. Make note of your iPhone IP address (if you can't remember what you named your iPhone, go into iTunes and check).
Next, browse to Applications & Gaming > Port Range Forward. On this page, add the application "Documents to Go", start and end ports 5353, "Both" for protocol, and enter the IP address of your iPhone on your local network. Finally, check the "enabled" box and save your settings.
Re-open Documents To Go and see if it recognizes your iPhone now. If not, post below and we'll troubleshoot further.