Relay Connection Established Issue

I have been trying to get My Book Live to work for several days without any luck.  If I set up the book in DHCP mode, I get communication errors.  If I try to set up a static address, I am getting the following message “Connected (Relay connection established)  For better performance, establish a direct connection by enabling UPnP on your router.”

I have a Linksys e4200 router with the UPnP turned on.  My static setting are:

IP: 192.168.1.3

Netmask: 255.255.255.0

Gateway 192.168.1.1

DNS 8.8.8.8 and 8.8.4.4

I have tried opening ports without any luck.  The weird thing is when I initially set up the static address, remote access will say “ready”, then it will revert back to “Connected (Relay connection established)”.  

Any other suggestions?  If not this piece is going back. 

did you click the “x” by that message to clear it off?  Then reboot the MBL "go to dashboard, select shut down, then when it shuts down, unplug and replug.  See if that message comes back.