1. Remember OSX has its own firewall. You can either disable it or give LW access; OSX Firewall settings for Tiger

2. That model Linksys was a lemon, sorry but it was. It has major firmware problems which Linksys never bothered to fix up. Port forwarding is definitely the way to go. Which means you need to port forward a different port for the Mac to any other computer that uses the router. Remembering in the process of port forward, the very first step is setting up a static ip; Static ip for OSX. After setting up a static ip & setting the port rules for both TCP & UDP, then you go to LW's options under preferences, Advanced, Firewall & set to port forward & change the connection & listening ports to those you used for the Linksys. Manual port forward instructions & sample image