If you are dht firewalled, and not nat firewalled, it means you only opened the tcp protocol for the port you opened. To used dht you must also open up the udp protocol on the same port. I'd also recommend against putting your computer in a dmz as it leaves it completly open (better to only open the port you need for file sharing). If you have more questions you might want to look at the azureus wiki pages. There's a lot of good information on them here's the link:
http://www.azureuswiki.com
and a page about NAT errors
http://www.azureuswiki.com/index.php/NAT_error