Make sure windows firewall isn't blocking port 27015 TCP/UDP
sometimes you have to make an explicit exception. You can just turn off the firewall for a little bit to see if it works, if it does make the exception and turn the firewall back on.
Usually Windows or your active firewall will tell you that something has been blocked the first time a program runs trying to go online and asks you to allow it. Strange how all of that didn't work as yet. I figured it wouldn't be as different as setting up a CS: S listen server for some pals, which I already did from time to time; even hosted a private GE: S server once the same way I think. And you basically did what I'd do there: sv_lan 0 followed by hearttbeat followed by changelevel. Did it in the ingame console window, though, although I think that shouldn't make much of a difference.You might want to try have someone connecting using your public IP though, which you can get from sites like
http://whatismyipaddress.com/ or such. Other than what has been said by everybody else, I have no idea what the issue might be.
P.S.: If I'm not completely mistaken you can put those commands in your config that is executed once the server starts (which doesn't change that much except you don't have to type them time and again)