Is the game you're seeing problems with on the default port 2056, or does it have a port number included in the address? If there is a port number present it could still be the firewall, because it might have only been configured to let 2056 through.
Which port number is used by a game depends on how many games the host is running -- each one bumps the port# by one. In the case of the BTS MTDG which is about to start, it is the 3rd game on that server so will be port 2058. So if this is the problem, the firewall needs to open port 2058. (and should open 2057 too just in case the game isn't started 3rd some day)