Need Help with Router

Okay, I had to switch to a Linksys/Network Everywhere Router to use the internet because Comcast changed their rules or something. Anyways, i can set it up fine so that me and my bro's can go online and everything, but whenever we try to play ANY game Online together, it will only let one of us do it. Even if i want to play CS and he want's to play Neverwinter Nights. It's a "Wired Cable/DSL 4-port Router" Model Number: NR041

We've tried to do something where the DMZ host let's a Local IP to be sent out or whatever....But it doesn't do anything..Please Help. I already called Tech Support but they didn't help at all.

 

Hey I'm his brother. It seems that if he connects to a Counter-Strike server first, I can connect to a Neverwinter Nights server, and we don't have lag. But we both enjoy playing the same games together, so we're still in need of help. Also, his computer is the Host and has access to al the options for the router.l