Removing Linksys Firewalls

I have a 4-port Router from linksys and it is annoying when I can't host anything is there a way to get out of it, I have heard of DMZ, but how do I do this?

_Andy_

look in your router's manual
see if there is a control panel for your router

such as typing in your router's ip address in internet explorer then there might be a control panel there

DMZ host should be in the settings there
but this varies for every brand of routers

Default Password is admin no user name.