Just multihome your gaming machine.
Get a second NIC, a switch, and you are good to go.
Might need to ask your ISP if you need to pay for an additional IP / Computer account. Some give you three for default, some make you pay for anything over 1.
Cablemodem goes to the switch's "uplink".
Router goes to switch.
Second NIC in your puter goes to switch. First NIC in your puter goes to Router, so you can still communicate with your internal machines behind the router / firewall.
Set your internal NIC (the one going to the Router) to a static IP that does NOT include a Gateway address, nor DNS. This interface is just to communicate with your LAN machines.
Disable - not UNINSTALL - ( just remove the check mark next to each protocol) the following on the 2nd NIC's interface in Windows (Win XP is referenced here):
On the Connection properties window
1. Client for Microsoft Networks
2. File and Printer Sharing for Microsoft Networks
Click on the "Properties" Tab, then click on the "Advanced" Tab, then click on the "WINS" tab.
Disable NetBIOS over TCPIP - NOTE : DO NOT DO THIS ON THE INTERFACE that you have connected to the Router, or you will NOT be able to communicate with the LAN machines.
Now you are running only a TCPIP stack on your primary interface to the internet.
I've been running in this configuration for over 2 years, and never been hacked, etc. etc.
I do run current AV software on my box, but no software firewall, etc.