After being on the phone with tech support again last night with them remotely connecting to my DIR-330, they were unable to get an L2TP over IPSec connection to work. They suggested that I return the unit and get a new one. The place I purchased it did not have another DIR-330 so I got the DIR-130 instead.
I am having the same issue as the DIR-330 as I cannot establish a L2TP over IPSec connection using the Windows XP VPN client. I have tried all versions of firmware. I called my ISP (Comcast) and asked them if they block any type of inbound or outbound L2TP/IPSec connections and they said they do not.
I have the DIR-130 directly plugged into my cable modem with only one desktop plugged in.
At this point I am leaning towards a problem with the firmware itself.
Any other suggestions?