Requirements
1.) A basic requirement is that you know your external IP address (ask your router, not me what it is

2.) Your SoundBridge must have a fixed (internal) IP address, too. In my example I use 192.168.1.90. On how to set a fixed IP Roku's description see
http://www.rokulabs.com/support/soundbridge/static_ip.php
Solution
The solution is port-forwarding in your router. I believe any modern router should support this (don't ask me who to do it on your router - it is different on every model

1. Web Based control
To control your SoundBridge you must forward port 80 of your SoundBridge to any external port you like. For example you can set up a rule like this in your router (IPs are my example (see above) - use your IP addresses instead!)
- external port 4000 (sometimes called 'active port', use what you like)
- protocoll TCP
- local ip: 192.168.1.90
- local port: 80
Now you can access the web interface of your SoundBridge from anywhere using http://1.2.3.4:4000
2. Application Based control
Almost all remote control applications like my VisualMR use port 5555 of the SoundBridge for remote control. In this case you must forward port 5555 (and use 5555 as the external port, too since the applications expect that port)
- external port 5555
- protocol TCP
- local ip: 192.168.1.90
- local port: 5555
For example in VisualMR you can now select Add SoundBridge from the SoundBridge selection screen. Enter 1.2.3.4 as the IP and now you can control the SoundBridge from your external network.
Notes
If you have multiple soundbridges, you must assign each SoundBridge a different external port like 4000 for the first and 4001 for the second SoundBridge. Especially for this scenario there is an undocumented feature in VisualMR: if you edit the config.xml file in VisualMR you can also change the port number used to something different than 5555. In general it is always a good idea to use a different external port than the typical internal port since this makes attacks a little harder.
Safety warning!
With this solution ANYBODY who knows your IP address and the external port can control your soundbridge - even change your configuration (for example changing your SoundBridges IP or WLAN settings which can only be restored by resetting the device to factory defaults!!!) Personally I use it only under very controlled circumstances for test scenarios.
Additionally you expose your SoundBridge to possible malicious attacs from the internet. There are applications that scan whole ranges of IP address for something to attack. Although I don't think that hacking into the SoundBridge is something that really will happen (esp. thanks to its properitary, closed OS) there is a chance of exposing it to denial of service attacks and the like which might cause crashes (this is of course true for any device you expose to the Internet!)
Conclusion
I consider it a nice hacking example but wouldn't really recommend such a solution to the average user because of the security issues and that you probably don't have a fixed ip address.
BTW: Please don't email me about problems setting up such a solution. Let's discuss problems in this thread only so that anybody can participate!
Thorsten