Make sure it isn't disabled, or being blocked. Two places to check.
This happens because, by default, Windows Firewall blocks all Internet Control Message Protocol (ICMP) traffic. When someone pings your computer, an ICMP Echo message (also known as an Echo Request message) is sent to your computer; your computer sends back an ICMP Echo Reply message to the computer that sent the ICMP Echo message. By default, Windows Firewall discards the incoming ICMP Echo message. To configure your computer so that it does not discard ICMP Echo messages and can respond with ICMP Echo Reply messages, you must configure Windows Firewall to allow incoming echo traffic.
To allow incoming echo request traffic
Open Windows Firewall, and then click the Advanced tab.
In ICMP, click Settings.
In the ICMP Settings dialog box, select the Allow incoming echo request check box.
If you have routing and remote access setup just open it up and go to
NAT/BasicFirewall, double click the network card for the external ipaddress,
go to
ICMP and you will have the choice to disable or able incoming echo request.