what is a dmz?
being in the dmz is like being open to the internet right? but can a computer really be exposed to the internet on a nat router? if i have two computers on a nat router, one with port 80 forwarded to it and the other in a dmz and both are running a web server on port 80, what computer would display a page if somebody went to my external address in their web browser? would the router go to the dmz webserver or the forwarded webserver? is a dmz just having all ports forwared to the dmz computer or is it like being directly plugged into my cable modem somehow?

how do i forward udp ports?
i want to forward some udp ports in order to play a game, but my router doesnt have a way to specify whether a port is tcp or udp when i forward it, it just always assumes tcp. its a dlink di-704p router and i've just downloaded the latest firmware for it. i'm a little confused because everything in it's configuration webpage(comes up when i got to 192.168.0.1) has different names for stuff, for example the port forwarding menu is titled "virtual server".

what if i want to plug directly into my modem?
i've tried plugging directly into my cable modem but i cant get on the internet. i can remember that i used to just plug my computer directly into the modem when playing direct ip games with my friends but now windows says that the connection is "limited" and i cant get a connection. i've tried re-setting-up my broadband connection with the wizard but it only says "this connection should already be configured" at the end of the wizard and i still cant get on the internet.