Is seems that a FW 4.10 exists : ftp://dlinktemp:dlinktemp@194.117.170.198/Router/DIR-615/
(I have not tested it myself)
I have now tested FW 4.10 and it has the same relay problem - it dont work on a permanent basis - the connection suddenly drops out.
so I am back to - NO CHECKMARK in RELAY and hardcoding the DNS servers in MANUAL setup. I have reported back to D-Link Denmark that it doesnt work.