Router will put a specific IP Address computer on your Internal LAN basically direct connected to the Internet with no filtering. LinkSys and DLink call that the DMZ. On my LinkSys router it is in the Application and Gaming tab.
Again, each router is different, what is the Router you have, maybe I can find the manual on-line and make suggestions?
Connecting direct to AT&T's modem means probably using a network card and cable, not wireless. May not be something you can do.
What I think has happened is that the web page has tried to connect to your machine. It sent a request into your machine and it was blocked. That could be a PORT for instance. Just like web pages have port 80 enabled if you were to be running a web server on your computer. If you have that port blocked to go out, you can't run a web server. Look at your Firewall program. It will probably list ports (UDF and TCP ports) that it lets in and are blocked. Any of those blocked could be the cause. There could also be a program of Active - X control that the web page must run. Your browser could be blocking an Active - X control, and since Firefox and others don't work, it could be this, but we don't know for sure until we can eliminate other things.
Not knowing what is needed makes this more difficult.
Here is the HELP from my Router on DMZ,
The DMZ screen allows one local user to be exposed to the Internet for use of a special-purpose service such as Internet gaming and videoconferencing. DMZ hosting forwards all the ports at the same time to one PC. The Port Range Forwarding is more secure because it only opens the ports you want to have opened, while DMZ hosting opens all the ports of one computer, exposing the computer to the Internet.
Any PC whose port is being forwarded must have its DHCP client function disabled and should have a new static IP address assigned to it because its IP address may change when using the DHCP function.
To use this feature, select Enabled. To disable DMZ hosting, select Disabled.
Source IP Address. If you want any IP address to be the source, select Any IP Address. If you want to specify an IP address or range of IP addresses as the designated source, click the second radio button, and enter the IP address(es) in the fields provided.
Destination. If you want to specify the DMZ host by IP address, select IP Address and complete the IP address in the field provided. If you want to specify the DMZ host by MAC address, select MAC Address and enter the MAC address in the field provided. To retrieve this information, click the DHCP Client Table button.
The DHCP Client Table lists computers and other devices that have been assigned IP addresses by the Router. The list can be sorted by Client Name, Interface, IP Address, MAC Address, and Expired Time (how much time is left for the current IP address). To select a DHCP client, click the Select button. To retrieve the most up-to-date information, click the Refresh button. To exit this screen and return to the DMZ screen, click the Close button.
Here is what my router page looks like :
The HELP above explains the entries one would make.