if your router has built in firewall,make sure you have disabled your 'built in' firewalls.xp,sp2(if installed)-[by the way if its installed,did the probs start after or before??].also disable things like zone alarm,make sure if you have norton av that its not running in 'auto protect'.
i always check the obvious things first-and i'm sure you have done this already.
also,did you follow KILLIAN's advice and try disconnecting from the router and connect direct??