Problem with proper connection of embedded board to the Internet via a router

hi,
I just finished a board to make a direct conection to internet via modem, my board has an embbeded 8051 microcontroller.
It's conect to my ISP very good and my problem is,

I have a network at home, this network is connected to internet by an ADSL router. Well i have an static public IP, the port i'm going to use is 4390 and i have open this port on my router to redirect all trafic to one computer of my network.

So i connect my embbeded board to internet, then it makes a PING request to my router ( my static public IP), my router makes a response to my embbeded modem, so everything OK!, now the board begins to send UDP packets to my public IP, and . (i have a program listening to this port for UDP packets). But i don't receive anything.

I have installed an sniffer program to monitorize ethernet packets, and something curious happends, the program doesn't receive any packed sended by my embbeded board, also doesn't receive the PING request, but the router made the response. But if i make a PING request from a computer inside my network, the program cacht the PING requests packets and the PING reply packets. So i don't know what's happening. Maybe the router only accepts packets to inside network if an inside computer made a packet request to internet (FTP, h**p, PING, etc.) previously?

Could anybody help me?

port ip 4390

I'm confused by "home", "ISP", and "my network".
Please clarify the location of your embedded board, your ADSL router, your computer, and the intervening networks.

udp 4390

It sounds like the router's firewall is not properly configured. One indication of this is that it is handling ICMP (ping) directly without passing through to your internal network. It may also be handling udp directly, and since it doesn't have a udp server it just drops the udp packets.

You may be able to troubleshoot this more easily if you add a second ethernet interface to the pc that runs on your internal network. Disconnect the router's wan port from adsl and connect it instead to the second ethernet interface. In this way, you can change the router configuration and immediately see the result without having to travel to a remote location.