Running AtGuard behind a NAT Router

Hi,

I have AtGuard on a Win98SE Computer behind a ActionTec GT704WG Router.

I can run the firewall and most things run fine but some others don't.
Some Web Sites I can't surf to but others I can.
Also Email and some NGs work and others don't.
I allow the Router's IP but this doesn't change the problem.

When I shut off the firewall everything works fine.
A check at ShieldsUP shows all Ports Stealthed without the Firewall
but I do return a Ping.
Still trying to figure out how to stop that.

I like the Firewall because I can restrict IP's like those for
doubleclick ect... and to restrict apps to specific IPs.

Is there a way I can set the firewall up to run with the Router?

Kevin