Another thing is if you connect directly to the modem and get anything other than a NAT 1 means that there is some changes needed to be changed in the modem (it needs to be bridged).
i cracked the nat2 last night.nightmare.
1st go into the settings on the ps3 and go to network settings. find the ip address of the ps3 also the dns settings and primary server.write them down.then go back into internet connection and reset up the wi-fi connection.this time do it manually and use a static ip address.enter all the settings you wrote down.
use your pc and go to port `forwarding .com` then click on the router you have and follow the instructions.you will need to go to your routers home pageusing the pc.once there you go to virtual servers,this is where you enter all your port forwarding settings.also put your ps3 ip in the dmz. then apply changes.
i found i still had trouble.kept going back to nat 3 from 2.
i went back into ps3 settings and disabled upnp. i also disabled upnp in the router.eh voila constant nat 2
hope this helps