I think I found something:
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discussions.apple.com]
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b) When you set up DMZ, did you follow these instructions:
1. Open AirPort Utility, select your base station, and choose Manual Setup from the Base Station menu, or double-click the base station to open the base station’s configuration in a separate window. Enter the base station password if necessary.
2. Click the Internet button, and then click NAT.
3 Select the “Enable Default Host at” checkbox. The default IP address is 10.0.1.253. I suggest you use that default!
4 Enter the same IP address on the host computer. Also on the host computer, enter the subnet mask (255.255.255.0), router (10.0.1.1), and the DNS server address(es) of your internet service provider.