Linksys Router Configuration Help
Most routers are configured through a web site located at the name of the local IP address they invent for themselves. This is usually 192.168.2.1 or 192.168.1.1. This should bring up a password page. The default password is "admin" with no username, however, if you changed this you will have to enter "admin" as the username and then the password you selected yourself. It is best practice to change this default password, especially if you have the remote administration feature enabled - or, if you happen to have a wireless version of the router.
The following screen shots are taken from the Linksys BEFSR41 v.2 router configuration and are proven to allow both Multiplayer game hosting and joining, from the most popular DirectPlay games. These games being things such as Flight Simulator 2000 / Flight Simulator 2002 / Flight Simulator 2004, Age of Empires, Age of Kings, Age of Mythology, and many more current and future games as well. These all use DirectX (Current version is DirectX 9.0c). Also, these screen shots show the most recent firmware update (1.46.02 - Aug 03 2004) for the Linksys BEFSR41 v.2 router. You can check for new firmware for your Linksys router product here.
Now that we've covered the basics, let us move now to the actual configuration.