Technically you should be able to just forward the necessary ports (create virtual servers) on the firewall to allow for hosting a server, without creating a big security risk. Unfortunately, some applications/games require UDP packets to be forwarded in addition or instead of TCP packets. I know that in the past, at least Netgear decided that UDP pacets were unimportant, so didn't have an easy way to forward them with virtual servers, that I know of. I can't vouch for Linksys or D-Link on this topic, but that may be an important factor to consider.

If I recall correctly, Quake 3 uses port 27960 on UDP. I don't know about CS, or SoF2, Batlefield, MOHAA2, or other things offhand. If you figure out what ports you need forwarded, or tell us what game you're trying to host and we figure it out, and it's still not working, I'd suggest looking at this issue.