Which D-Link router is it? D-Links have internal NAT firewalls. What you need to do is either enable UPnP on it or else, forward a port. See the UPnp section here & find DI-Link:
Connection problems? Check here first! (click on link)
Oh I'm not sure Windows ME supports UPnP. Check the UPnP settings for XP listing at the top of the UPnP section. You may need an OS update. Check 3/4 down this page about UPnP for ME & Di-Link:
http://homepage.ntlworld.com/robin.d...s/homelan.html