I would have thought the easiest was to turn on uPnP on your router (assuming you can)... if not, yea DMZ coupled with port forwarding.
Side bar: DMZ technically a bit more secure for your entire home network when you consider the possibility of infected computers in one's home network. But if one is cautious and has no infections anywhere, enabling uPnP is "generally" ok.
The older Linksys are the best! If you're a gamer you need to invest in one. I tried a newer Netgear, set up the router for optimal gaming, and it kept signing me out of the PSN,