Sorry but that just doesn't make sense to me. Other people here may have better ideas, but changing an IP address should make no difference to communicating with a web site.
An IP address is the address of your computer. It's like the number and street name of your physical address of your home and it is what your ISP, (Internet Service Provider), needs to send data to you and receive data from you. Without it, your computer would not be able to surf the internet.
If your computer is connected to the ISP, (and so to the internet), via a router, then the router will hold that IP address and will assign a separate IP address for the internal network which is the connection to your computer. Typically this is something like 192.168.1.1. or similar. So, your ISP has to communicate through your router to the computer, and it uses the IP address of the router.
But this is completely independent of any web sites you visit. They don't care what your IP address is as long as you have one. So, Pogo's comment that they "don't officially support connections through routers" just doesn't apply and makes no sense.
Neither does the same statement, "does not officially support connections through firewalls". As long as any firewall is configured to accept browser access to the internet, then any web site visited by the browser should not be blocked. Once that browser session has been started and internet access granted by the firewall, nothing else should stop it. If your browser already has unlimited access to web sites, then the firewall is working properly and should not need configuring. Some routers have hardware firewalls, but the same considerations apply. If the browser can get through the router to the internet, then there is nothing to stop it.
It may be that this Pogo site needs some additional software to enable your computer to play its games, and Rick's suggestion that Wild Tangent may be need could well be the solution. Wild Tangent may need authority from the computer's firewall to access the internet.
However I am suspicious of Wild Tangent. Not too many years ago it included what many people considered to be spyware, and a quick Google of "Wild Tangent, spyware" shows that the discussion still rages. I would not let it install anything on my computer.
I hope that helps.
Mark