You didn't meantion what operating system you are using and if the firewall is part of it or is a third-party product. FWIW, I run Windows 7 x64 with the built-in firewall at default settings and I've not found a need to change any settings or place the OBi110 in the router's DMZ.
Since last Sunday's scheduled maintenance, a number of users, myself included, are unable to use the web portal as it shows us offline. This is a known problem that is currently being worked on.