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Directplay is microsoft directX protocol for multiplayer games, and it isnt NAT friendly!
Nevertheless, this link might help:
It describes the port ranges you need to MAP to your interal PC for incoming connections. Refer to your NAT device documentation for how to map incoming port ranges to a single internal IP address.
If you have a NETOPIA, ensure you are uptodate on firmware, since that allows specification of mapping of NAT port range from outside, to a machine on the inside.
Edit to add: some of the above is outdated info. Here is current info:
DirectPlay 8 and above are NAT friendly with UPnP devices. Prior to DirectX8, you had to manually forward ports.
Here's a link: »support.microsoft.com/kb/240429
Also read About DSL for lots more information