No direct connection

I've got a Linksys router 4-port and I have tried DMZing myself in an attempt to make a connection with another user also using a Linksys router (but not the same one). They are also DMZed. It doesn't work. However I tried DMZing another computer on the network and it works fine. I haven't rebooted my computer in 10 days. Any idea what it could be?

Assuming your using the BEFSR41 and not the BEFSR81. The 4 port BEFSR41 dosen't support DMZ as dose the 8 port BEFSR81.

1) Yes it supports DMZ!
2) It works with the other computers on the router, all except one. Even when I try DMZing that computer...still doesn't work