No, I was able to host before and not join with the router firewall, now I cant seem to do both.
I have a Zonealarm firewall currently (the free version), I can turn it off and switch between the two, but the only one that currently allows me to play jj2 is Zonealarm (although it results in me having pinging servers).
I am pretty sure Zonealarm and the router wall is the only thing I have, but I'll doublecheck again anyways.