Do you need help with proxy and firewall information? 
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Blizzard Entertainment does NOT directly support proxies or other Internet
sharing software. Due to the large number of proxy solutions available, results
from using Internet sharing software/hardware in combination with Blizzard
Entertainment products may vary.

The Blizzard Entertainment Technical Support staff will NOT be able to help
with proxy, router, or firewall issues.

Battle.net is now "NAT Friendly" and the Blizzard Entertainment games should
work fine with most NAT implementations without ANY special settings. If you
are behind a firewall you will have to open port 6112 and set it to receive
inbound and outbound UDP and TCP packets. Unpatched versions of Diablo will
also use port 116 and 118 for TCP/IP traffic. Diablo II users must additionally
have port 4000 open for TCP/IP traffic.

Hosting/Playing a TCP/IP game (not on Battle.net):
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In your Proxy/Firewall software, be sure port 4000 is open to send and receive
TCP packets.

Hosting/Playing a game on Battle.net:
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You must open port 6112 through port 6119, and 4000 to receive inbound and
outbound TCP and UDP packets in your Proxy/Firewall software.

Although players behind a proxy server or IP-sharing software can join Open
Battle.net and Open Internet TCP/IP games, when such players create games,
others may not be able to join them. If this problem presents itself, then
players using a proxy server should request that another player creates the
game.

The reason for this problem involves the difference between external (internet)
IP address, and internal (LAN) IP address. Because proxy users do not have an
external IP address, they cannot have a direct link to other players who do
have an external address. The host of an Open Battle.net or Open TCP/IP game
must have a direct link to each player in the game - therefore, players will
not be able to connect to a game created by a proxy user.

Blizzard doesn't specifically support proxy servers. If you really want to host
a game on your server computer, then you can disable the proxy temporarily.
That'll let you host a game that can be joined by people from across the
internet (and Diablo should display your external IP address), but such a game
probably can't be joined by others on the your LAN (since the LAN computers,
now cut off from their proxy, can only see internal IP addresses).

One last note: although proxy users will have trouble hosting internet games
from behind a proxy server, they won't have any trouble joining an internet
game. If proxy users want to play a game with some people on their LAN, as well
as some people across the internet, then one of the players across the internet
should host; preferably someone with a lot of RAM.