Some routers or modem router combos etc have issues even when dmz to 1 ip. As I said to narrow down whats causing this you have to run most direct connection possible and determine. Also it wouldnt hurt to get mirc installed and just try connecting to irc.gamespy.com dont try joining any channels but just to see if maybe for some reason ur subnet or ip is somehow banned? I doubt it but its just weird situation that you encountering.
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