DSL router and on-line gamming

Ok, I have a high speed telephone internet service. A DSL modem connects my SMC router to the internet and 4 of us connect through that router onto the internet. Now I'm having trouble connecting to on-line games such as counterstrike. So how do I do this? I'm going to need a step by step explanation. I've heard I need to set up a DMZ but I'm not sure how to go about this. Help?

Rig:
XP Barton 2500+, A7N8X- Deluxe, 1GB OCZ pc3200 (2.5-3-3-7)
Volcano 7+ with OCZ ultra II paste, XP professional, ATI 9600 pro
Antec 400W w/ 4 case fans installed. [No Bragging Here]

You might need to set up port forwarding with your router, this allows incomming connections from games to be forwarded to the computer ur r playing the game on.

Why use windows when you can use doors?

log into your router and check for uPnP support and ensure that is enabled. uPnP works similar to NAT in that it tracks who on your network is opening what ports. if that doesnt work, then open up ports 27010-27030 on your router and you should be alright ... i can't remember off hand if there are other ports that have to be opened though. If your using Steam and 1.6, then goto the steampowered website and check in their forums, Steam has some additional port requirements