Yea, that is to be expected. Its because without the modem set to transparent (or equivalent) your behind dual NAT. Thats a fancy way of saying remote, P2P, and other such applications that require port forwarding or port switching, are a pain in the neck. Have you called your ISP and confirmed there is no access to the modem's settings?
A good way of thinking of it is you work in a office with a secretary. When your make outgoing calls, you dial number, and the person picks up, no problem(AKA you can get online) But if someone wants to call you, they only have your company number, which goes to your secretary's desk. The secretary is like the 4500. You can tell them that when you get calls from a certain someone, to transfer them to your office, and thus port forwarding with just one router is fine. But say if your secretary has their own secretary? Your secretary's secretary just leaves messages, so the call's aren't routed to your offices properly. Now you can set it up so they are, but just like in real life, the more people you have in the chain, the more complicated it gets. Hope that helps.