I am tyring to play Age of Empires 2 through zone.com and sometimes I cannot connect to games. Everyone who joins after me shows a ping of 30 which I understand to be an error. I was told to fix it I need to turn the firewall on my router on and set my dmz to my local ip. I have no idea what this would do, or how to do it. Can anybody shed some light on this subject to me?

You need to access your router. To do this, get into Internet Explorer, or any other Internet Browswer. Type in the URL field, 192.168.1.1 and press enter If you are using a Linksys router, the usernname field should be left blank, and the password field should be typed in as 'admin' From there, you can change your settings via the tabs and options in the menu given to you. For DMZ, click the Applications & Gaming tab, and then youll find the DMZ tab. Click the enable option, then Type in your IP Address. Click at the bottom 'Save Changes' DONE! Your router firewall has been turned off! IF you are NOT using a Linksys router, I have no idea how to do it. Contact your router's manufacturer for more info on how to do this.

keep in mind that you may need to also set AOE2 for UPnP settings, Port triggering, Port Range Forwarding and all that good junk... Good luck!