Scanned the web and eventually found that my router (Netgear DG834GT) does not support NAT Loopback. I was a bit annoyed as when I bought this, it was one of the more expensive routers... So I'd have thought it should support NAT Loopback as cheaper routers do...
Anyway, I found this website: http://dragonslight.altervista.org/ubergt/index.html
It offers a 'custom' firmware for the DG834GT which supports NAT Loopback.
It's written by a dude called Bracco, and believe me, this guy IS a dude!
I was brave and installed the 'custom' firmware. Since I have never looked back... As well as hosting (and playing) online SWBF2 Servers, my router has a load more customisable features and the router seems more stable than ever.
If you are experiencing the same trouble as me and want an answer I can recommend Braccos 'UberGT' firmware, but before you go for it, remember, this will invalidate your warranty with Netgear and may trash your router in the process - you have been warned!!!
I hope someone out there is now loving my new servers as I am!!!