Yeah, I think this is an issue with the router (I have it too). I was using a tunnel and had to turn it off because you can't get it to go through the firewall.

I think you can fix it if you telnet into it and manually set up iptables properly, but it overwrites the configuration on update.

Pretty poor form that ASUS haven't fixed that yet... It's annoying because otherwise it's a very nice router.