you set dmz or port forwarding, not both
I got this off D-Link support, its for counterstrick but setup should be the same. Just change ports etc for your game..technical support sites are real handy ;)
How can I play Counter Strike through my D-Link Router?
For normal play, Counter Strike will work without any special configuration. If you are hosting a game or running a server behind your D-Link router, you must open ports 27005 and 27015. To open ports, you will need to find the IP address of your computer.
Steam users read here.
How do I find the IP address of my computer?
To open ports on your DI-514, 604, 614+, 624, 754, 764, 774:
Step 1 Open your web browser and enter the IP address of the router (192.168.0.1).
Step 2 Enter username (admin) and your password (blank by default).
Step 3 Click on Advanced and then click Virtual Server on the left side.
Step 4 Create a new entry:
Click Enabled
Enter a name (counterstrike1)
Next to Private IP, enter the IP address of the computer you are running Counter-Strike. The example shows 192.168.0.100.
Select UDP for Protocol Type
Enter 27005 for both Private and Public Port
Click on Always or set a schedule
Click Apply and then Continue to save settings.
Repeat the steps above to create a second entry. Name it counterstrike2 and enter port 27015 (UDP).