Can not host LAN session

I am able to connect to Gamespy, although like some, I get booted for some reason.I am able to connect to a friends computer for LAN connection session that he is hosting.However, after setting all of my ports correctly on my router I am unable to host a session myself... at least one that can be connected to by my friend.We have done a bunch of experimenting, opening this, closing that, but still the same. Last night, we even put my router on as DMZ and he still could not connect.I am thinking there must be something simple, but am at my wits end trying to figure it out.Any ideas on what I could be missing or not doing correctly?dutton