WAG354G + PS2?

Anyone had any joy getting a Linksys WAG354G modem/router to work with
their Playstation 2?

I'm using the same settings I used to use when I had my separate WRT54G
router and ZyXEL Prestige modem, but with the WAG354G, the DNAS
authentication phase takes 15-20mins to complete (when using Sony's
network diagnostics), by which time most games have long since timed out
and assumed you have a bad connection. Same problem whether I connect
the PS2 to the router wirelessly or with a cable.

Does this suggest anything obvious to try? The PS2 is in the DMZ, so it
/shouldn't/ be a firewall issue...