Sounds good, they just incorporate the modem in with the router. If you've done all of that, you should be good to go.
*AFTER* you have confirmed all of that and that you're running well (open) and backed up the profile settings in your router, there is something else we could look at: QOS---Quality of Service.
Check your router again for this feature. It will, like the DMZ, allow you to input either an IP address or a MAC address--you'll use what you used before for the DMZ. Then you select High/Medium/Low. Set it to at least medium, but high is better, especially if you have no crucial devices using your interenet connection while gaming (like a VOIP phone, which needs priority).
What QOS does is to prioritize a device's use of your connection. For instance, if I'm on the 360 hosting a round and things are going fine, then my wife gets on her laptop online, the room I'm hosting may crash due to the condition of my share of the line changing. With my 360 preferred on the network under "high" or "medium"(possibly good enough) then my wife can get online and my connection has priority, it does not change and any fluctuations are on her end. I call it the Marriage Saver.
Anyone who hosts rooms in a game should look into this to maintain the quality and stability of the 360's connection when hosting a room.
For example: If you stream Netflix HD video content on your 360, sometimes when another device is active on your network, you may get a pause in the video due to your connection "slowing" so it stops to buffer it. Set this up and you will almost eliminate that from happening, if not cut out that issue entirely.