Well, you will STILL need to open the correct ports... If you have software running a firewall, it is a matter of opening the software and telling it that whenever you run world.exe and zone.exe you want to have those ports it uses open.. Usually your router has a built in firewall also, that you may need to either disable or open ports for... This is done through your browser (as you know since you put your pc on DMZ)...
Also, if you are using Windows XP, make sure the built in crappy firewall is disabled... go to start>control panel>network connections...Right click on your connection, click properties, then choose the advanced tab at the top of that window... Make sure "protect my computer,,,, blah blah" is unchecked...
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Analysis paralysis will keep you from failing, but it will also keep you from succeeding.
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