Hi Cyan, I saw
your earlier posts. Mind if I break things down a bit for you?
The Internet is like Royal Mail, with billions of envelopes zipping along it every minute, and BT is like your local post office, managing your postcode.
BT gives you a single IP address, "Cyan's House, British Telecom, England, World." This address has 65536 little mailboxes ("ports") at it. However you have a NAT router, the box you found in the last thread. This box's job is pretty simple: Each computer you have gets its own smaller address: "The Gaming Computer, My House". Which also has 65536 little mailboxes. The router's job is to check it's mailboxes, and go, "Hmm, this message is made out to 'Port 4000, Cyan's House, blah blah blah. OH! I know where this goes! 'Port 4000, The Gaming Computer!' This one is for 'Port 236, Cyan's House.' Hmm, nobody's using that mailbox, so I'll just throw this away."
The router keeps you safe that way by throwing away anything that's sent to it when it doesn't know where it goes. However, this sometimes creates a problem. First, if you want other computers to send you messages without you sending any first, you have to tell your router which ports (mailboxes) to forward, and where. Second, and this is only a problem with certain routers like yours, they sometimes miss the obvious.
Every message computers send, besides having a regular address, has a return address, so that messages can be sent back and forth. After contacting the metaserver, Multiwinia begins checking for information on port 4000. Then, when you go to connect to a game, it sends messages to the other computer's port 4000. It has to write a return address, and it can't use 4000 since it's using that for something else. So it uses some other number, say 13294. (It's a different number every time, which is why you're in for a lot of trouble.) This would work fine...
... Except you have a router in the way. Routers scratch out that return address and put a different one, the one that works on the global internet rather than the one in their little world. Most routers, when they do this, go "oh hey, I'd better remember to forward stuff in that box to that computer." Yours, apparently, does not, so when it gets a reply back it throws it away, going "I don't know who this is for." And when Multiwinia keeps yelling out "Hello!?" and getting silence back, it kinda... yeah... makes it hard to join games.
The solution Mr. Bunsy recommended I would avoid like the plague. Basically, your router goes, "Yo, BT! I have this guy here who wants his own address!" BT responds one of two ways: "No," in which case that computer can no longer get on the internet at all until DMZ is turned off, or "Pay me." Then whenever your router sees "Cyan's Gaming Computer" it blindly passes the messages on. Which is a problem because people send dangerous postal mail, and people hack into computers. With your router protecting you, it goes "I don't know where this huge big bomb goes, so I'm just going to throw it away." With the DMZ, "This big huge bomb is addressed to Cyan's Gaming Computer, so here. <BOOM!>"
What you really need to do is to get a new router. Look for ones that say that they work with XBOX Live; all that means is that computers can explicitly ask for certain ports to be forwarded rather than you having to muck around in settings.