Basically upon hosting a game in BNET, you get a message saying that due to your network configuration, you are being routed through a proxy server which may add latency. All other players in the game will receive a message indicating the host is being routed through a proxy server. Games work, but it will scare people off and possibly add latency.
Normally this would be seen when someone has not opened ports 6112-6119, or has a firewall blocking traffic on those ports. However, modern enterprise level routers now by default rewrite the source port on all outgoing packets as well as a security measure. This does not work well with BNET.
Often people end up putting their computer on the DMZ, which is not the right solution as your computer is then naked to the internet which could be bad news for you.
The solution is to add an outbound NAT rule. Set the source to your computer's IP (TCP/UDP), any port. Set the destination to any, and the destination port to 6112-6119 or just 6112. Set the rule to a static port. This will prevent the router from rewriting the source port and confusing BNET for that particular port only.
I think as routers progress, this feature will probably become more common, so I figured it was worth a post to help others troubleshoot as this problem emerges. Good luck!