Need help with Speedstream Router + linksys Router

Thanks in advance for any help.
I Have a DSL router Speedstream 5200 and a Network Everywhere Linksys
NR041 router set up on my home network.
The NR041 is setup as a gateway. It did this automatically.
WinXP home on both computers, CD setup (DSL and NR041) run on both
computers
My problem is that even though I have access to websites, usenet, and
email I can't seem to get my games to connect to servers.
I have tried forwarding the ports to my game computer, and opened the
firewall ports. This works fine when I hook the DSL directly to the
computer I am playing games with, but as soon as I hook it up to the
NR041 Router it doesn't work.
So I tried something simpler I downloaded cerebus ftp server, set it up
and enabled the port forwarding of FTP. This works fine and I am able
to connect.
I am sure that I am forwarding it to the correct computer, I even tried
setting one of my games up on the other computer and tried to connect,
but still no go.
I probably did something wrong in the setup, but I can't figure out
what.
I can connect to the NR041 to make changes, but I have to unplug the DSL
and plug it in direct to my computer to make changes. Is this normal,
or do I have to make some other change?

Thank you
Dennis