At last! It works OK now.
I understood the problem from the beggining, only I did not know how to set the parameters.
Thanks to Paul for addressing exactly the point I was looking for to setup.
Steve: Yes, routers and modems are really myriads of parameters to set, nobody knows exactly what all this things do, and usually each device has different terminology from others making things even worse.
Rhino: I prefer not to do so even for a second!
Well, you may wonder what fix the problem? Time! Just time. I had to wait a couple of hours for DynDNS to make my settings active...
Ioannis
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