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Most PC games are using the Microsoft system of NAT Type, so you are likely to see NAT Type Open, NAT Type Moderate, and NAT Type Strict in your games.
NAT Type Strict means the following: Increasingly we are seeing PC games report NAT Type similar to consoles.
This means that you will never be the host in a multiplayer game.
Being the host in a multiplayer game can sometimes reduce your lag so much that it makes the difference between coming in first and last.
A proper DMZ pointing at your Play Station is as good as a no router connection to the internet and there is no reason to give it any less than "full connection" status. There is one Hail Mary pass method of getting NAT Type 1 behind a router and that is to put your router in bridged mode. NAT Type 2 is the goal when setting up a Play Station.
The problem with bridging your router is that the Play Station will be the only device that can talk on your network. In order to get NAT Type 2 on your Play Station you need to do one of the following: Any of the above methods should net you a NAT Type 2 on your Play Station.
UPn P is a really dangerous protocol and it allows any piece of malware on your network to forward a port to any device inside your home without you knowing it.