Hardware firewalls... nothing but crap!

Okay, I had this problem for a while now, and I finally want to solve this problem. The problem is that my hardware firewall is causing me all kinds of trouble. Here's the full story:

I have a Nexland ISB2LAN and a Unex Nexhub thingy. While I can connect to the internet without any trouble whatsoever, I am experiencing trouble when trying to connect to certain gaming servers like gamespy or Microsoft servers. The comp keeps telling me that my settings are wrong, but no mather what I try I can't change anything... There are 2 comps constantly connected to the internet, but as some of you know, that means an internal network and combine that with a hardware firewall and you have trouble of course. My question is, is there ANYTHING I can do to get a full internet connection? Or am I forced to buy a dual deal from my ISP to get my own IP? Please give me some advice about this, it's driving me crazy never knowing if I will be able to play a game online or not thanks to this damn firewall crap thing!

Is it a bad thing if there is smoke coming out of my case?

Oh well, think I'll take such a dual deal from my ISP, gonna cost me more but at least I'd have my own IP and not experience the fuss from this internal network anymore.

Is it a bad thing if there is smoke coming out of my case?

If you have got two computers sharing the same IP via NAT to play online games at the same time, then configure one of them to use a difference specific client port. For example, in CounterStrike, I think the default client port is 27016 ( I think ). The CS Server will not be able to tell the difference between the two clients if they are coming from the same client port (and it will look like they come from the same IP address as well).
Set one of the CS clients to use port 27017.
Of course, this will only work for games that allow you to set your client port.