The Buffalo Linkstation may or may not need port forwarding explicitly set on the router, depending on whether you have uPnP enabled on your router. It doesn't need to be in the DMZ. You have to explicitly enable the "webaccess" feature, give the unit a name, and from then on it will ping bufallonas.com from time to time. To access remotely, you visit that site, enter the device name, and robert may be a close relative.
The web interface varies greatly between models, ranging from adequate to almost unusable, and many of the models are astonishingly slow. If you know your external IP address, you can also access the device directly but there's no added benefit.
There's a rudimentary guide to the web side of things at
Using WebAccess - 35011367 ver.03. There are a couple of nice features, for example if you want someone else to download a file, you can send them a single-use email link.