|Just to add to what wanderer said, if you're looking to run the game as a server and have people connect to it, you don't actually need to put it in the DMZ.|
You can do this by creating a port forward on your router. To make a port forward and set your game up for remote access you need the following information:
- Port the game runs on
- LAN IP of the computer running the game server
Then you access your router's management interface, find the area where you configure your port forward and set one up like the following:
forward [port #] to [LAN IP of server]
Then, you need to find out your external (internet) IP address (easy enough, just gooogle "what's my IP") and give that to whomever is going to connect to your game from a remote location. If your forward is setup correctly and your game is running in server mode, they should connect right to your game.
It matters not how straight the gate,
How charged with punishments the scroll,
I am the master of my fate;
I am the captain of my soul.