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The only problems I've ever had with games behind a router are ones in which you are hosting.. easy enough to fix if you know the ports the games are coming on in.. a little port forwarding action. and any game that uses the direct play 7 api. i.e. AOE, AOE2, AOE2 expansion.. motorcross madness.
I've worked on these for quite some time and the reason is simply poor netcode design. The process is this:
You connect to the host. Your computer uses 2 ports in the 2000-3000 range if I remember correctly. Once connected the host uses 2 other random ports in that range to connect back to you. So for an 8 player game 64 connections are established. Thus part of the reason you get some incredible lag spikes while playing 8 player games.
While I have found a solution to get multiple people on aoe behind a router I can't get multiple people on behind a router into the same hosted game. It's wierd.
sorry for the tangent, but steam will work fine.. I'm using it now behind my linux firewall without a hitch.
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