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Many people with routers are having trouble hosting DMO. Online, I've found just the solution you guys (And me, since I got a router recently) might be looking for.
The problem is this. Locations, with I.P.s, are sending info to your router, which also has an I.P.. The router tells the location what it's I.P. is, so everything's fine. Sending info from your router to a location, though, is different, because your router dosen't know where to send it to.
Anyway, this site seems to be able to fix most of these problems, but require a bit of configuring and computer stuff:
http://www.portforward.com/english/routers/port_forwarding/routerindex.htm
Look on the bottom of your router. Find out what make it is, and click on the appropriate model, then simply follow those steps!
WARNING!
Make sure you know/have somebody who knows what you're doing! Fiddling with the wrong things can break your internet. If you know some stuff about computers, you should be fine, though.
New: Don't have the host files? Well, luckily I've uploaded them for you - Hmm, they aren't working. I'll fix them later...