when i first got cable and decided to setup my apartment with 802.11g, I got some cheap D-link wireless router from Target... it seemed to work with "typical internet usage", browsing, email, etc. but would absolutely not work with any type of online game.
I decided to get a linksys wireless router, and now everything works, including games. I have no idea why, but I ain't complaining.. we have 3 laptops using the same connection (all in aces high at the same time, to boot), and have minimal connection issues (though yesterday I did lose udp and got disco'd once).
so, my solution was a new router, and I still dont know why the old one didn't work properly.