according to the ms article, it's about how the upper layer handles the port.
if the port info is in tcp/ip, it's fine; if it's in applicaion layer, without a NAT editor it's screwed.
DMZ makes the computer exempted from firewall rules, but still using NAT to tranlate the ip/tcp/udp header.
should be interesting if we use computer soft router, and a sniffer to see how the packets are handled...