DIRECT CONNECT ability in games through MN-500

Hello,
My friend and I are trying to play games via DIRECT
CONNECT and whenevr we try a game, it states CONNECTION
TIMED OUT. My friend has n firewall enabled and is
connected directly to his DSL modem. I on the otherhand
have a wired conenction to the MN-500. I can PING his
WAN IP Address and he can PING mine. I have disabled the
firewall on the MN-500 and tried using DMZ, of which
neither work. I have also tested by disconnecting my MN-
500 all together, and that works...so it leads me to
believe it is something on my basestation. Any ideas???
Thanks