Linksys dsl router and dmz host

I must be missing something here, I have a the linksys router dsl\cable and all works well on the network , well I have the need to one pc to be able to connect to outside the firewall, so I figure I could use the dmz host thing, I have it all set up, (static ip on pc, and set that ip up in the router for dmz) unfortunately its not letting me connect to it, as a test I tried useing pcanywhere, but it cant see the machine from outside the firewall, anybody got any ideas for me?

i spent the better part of this week trying to figure it out.

Im sure it works but its a nightmare.

Scrap it and go with Winproxy.

Flawless!....and easy.

.JL.