Firewalls in FreeBSD?

[Jack Barnett]

   Right now I have a Windows machine a FreeBSD natd/firewall then a
   cable modem.
   This is working for web surfing.  But I've been playing a lot of games
   lately and it doesn't work at all (for multiplayer/internet games).
   Basically the games send/receive data on random ports, and I think
   it's going out fine - but doesn't come back in.
   Is this a problem with nat or because I have a stateless firewall?
   I've played around with this on and off for the last while and haven't
   gotten any where with it.
   Do you think this would work better or at least be easier to
   configure/debug if I moved to pf instead?
   Do I need to run natd if I run pf?
   FreeBSD fire2 6.3-STABLE FreeBSD 6.3-STABLE #32: Tue Jan 22 22:21:30
   CST 2008

     gateway_enable="YES"
     #firewall_enable="YES"
     #firewall_type="open"
     firewall_type="simple"
     #firewall_type="open"
     firewall_logging="YES"
     ## PF
     #pf_enable="NO"                 # Enable PF (load module if
     required)
     #pf_rules="/etc/pf.conf"         # rules definition file for pf
     #pf_flags=""                     # additional flags for pfctl
     startup
     #pflog_enable="YES"              # start pflogd(8)
     #pflog_logfile="/var/log/pflog"  # where pflogd should store the
     logfile
     #pflog_flags=""                  # additional flags for pflogd
     startup
     ## NATD
     natd_enable="YES"
     natd_interface="xl0"
     natd_flags=" -f /etc/natd.conf"
     ifconfig_xl0="DHCP"
     ifconfig_dc0="inet 192.168.17.1 netmask 255.255.255.0"
     ifconfig_dc1="inet 192.168.18.1 netmask 255.255.255.0"