Weird connection loss

[MrPsycohed]

Concerning Kaillera with MAME32k .64:

Whenever I try to host a game, myself and the other player stay synced for about a minute, but then I lose connection to him and he losses connection to me. We both see our characters moving about, but the other character begins moving around randomly. We can still chat, however, and the game is still running, it's just different on either side of the connection.

I am playing though a router, so I imagine its firewall might be the problem here, but I lack the knowledge to know how or why (or even where to begin fixing it). I did try placing my computer outside the firewalls protection (DMZ) but that didn't seem to help.