OK, I am getting close to "great big hammer" time - help!!

I have a PS/2 with the ethernet adaptor installed. I have the network software disk, and as far as I know, it is properly installled and I have enough memory, etc.

It is connected with 10bT to my ZyXEL 314 broadband NAT router. This has port control, but it's not a full firewall. There are a number of PCs connected to the switch ports of the router, on a local, non-routeable address range (192.168.0.0). Each of the PCs can access the internet via the router, and the router is correctly performing NAT datagram management. No problems here.

The ZyXEL is connected to an Alcatel Speed Touch Home by 10bT. The ZyXEL logs onto the Alcatel as a client using PPTP (Aaargh). The connection from the Alcatel to my ISP is ATM/AAL5 as far as I know. This connection seems to run OK as explained above. I have a fixed WAN side IP address assigned by the ISP which is pingable externally. I have the majority of ports turned off so that the router does not respond to port probes (I hope).

The PS/2 is at a fixed IP address on the LAN side of the link. I have configured the router to see this as the default server for various protocol requests, placing iit in the DMZ. This means that all ports are bidirectionally open for this single LAN IP address, mapped to my external WAN IP. In theory, this means that the PS/2 should have open access to the net so that it can connect on whatever port it needs to the Sony Central Station server, and field replies.

I have manually configured a connection profile on the PS/2 to connect to my ISP, based on known settings for DNS and gateway for my ISP. If I run the connection tests included on the Gateway disk, it passes all tests including the Sony server's DNAS connection. Since it all passes, it implies the config is good, and the application software browser then makes an attempt to connect to Central Station.

At which point it hangs up and repeats that it cannot establish a connection, and that's the end of the line.

Anyone got any ideas? Anyone else got CS going behind a NAT router? Help, I am stuck! If you want to save this innocent little PlayStation from the Big, Bad Rubber Hammer, then post quickly!