Very odd.

All I can suggest is you capture the whole thing from the Receiver power on using Ethereal http://www.ethereal.com/ and post the raw capture data here for people to pick over. At least then we compare it to a working setup and see where it is going wrong. If you do this then do it with the Receiver plugged straight into the router and turn Zone Alarm off.

Of course you probably want to make sure there is nothing private in the Ethereal trace...

The other thing is to go through the steps to make sure that the Receiver software is running properly that Roger listed here:

http://rioreceiver.comms.net/php/showflat.php?Cat=&Board=general&Number=2780&page=0&view=collapsed&sb=5&o=365&fpart=