DMZ Setting Problem

Righto...
When I open my download client (azureus), it said I had a NAT problem and it was firewalled. I logged on to my desktop pc, and changed the DMZ setting to allow the IP address to my laptop. It worked and my downloads ran quicker and it wasn't firewalled.
The only problem is Steam doesnt like this, and it doesnt let my laptop thats now ran outside of the NAT firewall connect to games and updates etc...

Is there anyway I can fix this?
Thanks in advance, Josh.

 

Oh wait, it seems I only had to remove that setting just to log on to steam. I've put it back on and steam runs fine as well as azureus. Feel free to lock this thread!