[priest39]

Just to add to Rudedog's comments and add some personal info.
I have four computers on my LAN. One is the ded server, and we play on the other three. This problem was extremely frustrating for me for some time.
What I did was to open TCP and UDP ports on 12203 and 12300 pointing to the internal IP address for the ded server. So that basically anything pinging those ports gets redirected. You might want to see if this is possible in your router software/firmware.
When it comes time to connect, my outside clients either pick up the connection in GS or ASE, or connect to the external IP directly. For the other inhouse computers, I just use the ingame mp browser to look for LAN games and connect. (does that use more resources than just console?).
It's my experience with MOH, Roger Wilco, and Teamspeak, that a computer inside your router firewall cannot loop data out of the firewall and then back in, i.e. find you own server on GS.
Try enabling those ports, DMZ never actually worked for me, who knows why.
Hopefully this isn't too redundant.
Good luck