I might have eventually suggested that you use DMZ since that was one of the only ways I was able play JJ2 with my D-Link router (which I don't have anymore, but I believe it was a DI-604). At the time I used either DMZ or I opened the ports from 1000-5000. I suppose could've used 1024-4999, but I didn't know what the ephemeral port range was back then.

Anyway, I wouldn't know why DMZ isn't working for you unless it has something do with yours being wireless. I checked dlink.com (DI-524||DI-604) and I found that the Advanced Firewall Features are identical for both routers. I'm just going to conclude either you didn't initialize DMZ correctly or you have to go an extra step to get it to work. I'll try to find a better answer when I get the chance.