Tracerouting out past my router?

I'm using Xubuntu on my Linux box.

However, I've found that I can't traceroute out; it stops at my router. On the other hand, I can tracert out from my Winbox just fine.

Is there a port I need to open/redirect on my router? or is there some Ubuntu setting that keeps traceroute from working?

traceroute to slashdot.org (66.35.250.150), 30 hops max, 40 byte packets
 1  192.168.2.1 (192.168.2.1)  8.824 ms  12.494 ms  18.659 ms
 2  * * *
 3  * * *
 4  * * *
 5  * * *
 6  * * *
 7  * * *