Yes, for multiplayer games or any other software that relies on ports being open, you have to configure port forwarding on the router (Upnp can help as well)!
- you need to set the gaming device with fixed/static LAN IP address
- you then need to know which ports to forward (game documentation)
- you need to know how to configure your router (user manual, lots of guides online, portforward.com ... )
Also, on windows, make sure your LAN shows up as Private network and make sure that game exe is 'allowed' in the Windows Firewall
Sometimes, routers crash as they cannot handle the number of simultaneous connections (low RAM, poor software, ...) or sometimes firewall blocks ports (quick test is to put the gaming device in DMZ temporarily to check) and this is where custom firmware like dd-wrt comes in handy as it shows the number of connections and has specific QoS settings for Gaming (as dd-wrt currently supports wireless routers, you have to go with adsl modem in bridge mode with wireless router using PPPoE)
Furthermore, PTCL uses Interleaving on almost all lines and that adds latency where it should use Fast Path for stable lines (sometimes referred to as Gamer's Profile for DSL)
I would also suggest gaming via LAN as wired connections have lowest latency (even bluetooth/wireless gaming peripherals add slight latency between button press and on-screen action and so are avoided by gamers)