Some routers you have to set the "triggers" as well as the "ports" to forward.
Before getting into details set the router to DMZ for the IP of the computer you are using. DMZ will appear as an Advanced option on the router setup. That opens up the router straight through to the internet and is not the prefered method. We are doing this as a quick check to make sure everything else will allow you to connect. If Gunz works this way then the problem is just in the router port forwarding setup.