I'm having the same problem with the same router.
I've set my computer as the DMZ and I still can't connect
I get the error:
Unable to connect (Can't assign requested address)
I've tried various tip on port forwarding on 133
and 6660-7000 and such.
but I have had no such luck.
I'm using the 4 port linksys router.
If any one can give me some advice I'd be
extremly grateful, thank!!