Well I dont know if this info will help you or you already know this.
First, XP firewall by default is disabled. so unless you turned it on, thats not it. (yes XP firewall will prevent)
Now, if you have more then 1 computer running and networked, first you will have to go into networking and look at your IP address that the router is giving that computer.
default will be to your first computer is 192.168.1.100
so you need to goto your DMZ and change it from 192.168.1.0 to 192.168.1.100 or whichever your comps IP is.

ok thnx will try in the morning tired.,.;....ZZZZzzzZZZZ

i remember in the old days there were several multipage threads where people tried to host over linksys routers, i even finally managed to do it once! had to keep playing with the settings for a while...

uggghhh the pain the strugle why dont they have a firggen switch to let u play no complicated shit ugh!

I take it what I told you did not help?
If you did it correctly from what I told you, then its not the router.

I have DMZ enabled and i assigned each computer it's own IP addy. The hosting computer is the one that has the DMZ #. I haven't fooled with the setting more but when i do, i'll post the results here.