Try using the virtual servers option in your router. To redirect specific ports to a certain IP (definatly needed for UT servers for example) So far that helped me get any game running.
PS: Oh yah and for direct play you have to set it as a special application (as i wrote in the forum too) unless someone can help me figure that one out you`d run along the same problems in the end though like i do with Baldur`s gate i have to assume