Why can't I open my nat for gaming systems no matter what I do?

I have tried port forwarding, DMZ, Upnp, and upgrading my router's firmware. Nothing works to open my NAT. My ISP is AT&T i believe, I have a Linksys WRT110 Rangeplus wireless router and a Motorola Modem (not sure of the model at the time). I need to know if my router just isn't able to support gaming NAT or anything like that and that I would need a new router.....PLEASE HELP