Well my MTU on the router was 1500 which, when I ping it, is too high. So I've reduced to it 1480 (which works in the ping test) but still no joy connecting to a game server.
Edit
Ok - so I'm now pinging the Dirty Bomb game server (can someone else do this and see what results you get?) and varying my MTU value to see what happens:
C:\Users\Max>ping 8.31.102.150 -f -l 1500
Pinging 8.31.102.150 with 1500 bytes of data:
Packet needs to be fragmented but DF set.
Packet needs to be fragmented but DF set.
Packet needs to be fragmented but DF set.
Packet needs to be fragmented but DF set.
Ping statistics for 8.31.102.150:
Packets: Sent = 4, Received = 0, Lost = 4 (100% loss),
C:\Users\Max>ping 8.31.102.150 -f -l 1480
Pinging 8.31.102.150 with 1480 bytes of data:
Packet needs to be fragmented but DF set.
Packet needs to be fragmented but DF set.
Packet needs to be fragmented but DF set.
Packet needs to be fragmented but DF set.
Ping statistics for 8.31.102.150:
Packets: Sent = 4, Received = 0, Lost = 4 (100% loss),
C:\Users\Max>ping 8.31.102.150 -f -l 1450
Pinging 8.31.102.150 with 1450 bytes of data:
Request timed out.
Request timed out.
Request timed out.
Request timed out.
Ping statistics for 8.31.102.150:
Packets: Sent = 4, Received = 0, Lost = 4 (100% loss),
C:\Users\Max>ping 8.31.102.150 -f -l 1460
Pinging 8.31.102.150 with 1460 bytes of data:
Reply from 192.168.0.1: Packet needs to be fragmented but DF set.
Packet needs to be fragmented but DF set.
Packet needs to be fragmented but DF set.
Packet needs to be fragmented but DF set.
Ping statistics for 8.31.102.150:
Packets: Sent = 4, Received = 1, Lost = 3 (75% loss),
Then again at 1465 I get 75% loss, 1470 is 100% loss as well.