It's either the java or router.

1st try updating your java to 1.5: http://java.sun.com/j2se/1.5.0/download.jsp (take the JRE)

If it still behaves the same then perhaps you should try manual port forwarding.

The steps are:

1. Set up a static ip (very important for it to work!)
2. Forward a port (use port 6346)
3. Set LW up for port forwarding: Manual port forward instructions & sample image & 2 posts after that.

For steps 1 & 2 I can give you 2 links & you find & choose your Linksys model:
(A) http://www.portforward.com/routers.htm (B) Linksys Support instructions