I have a linksys WRT120N. Pretty basic and it does not appear to have a protocol 41 option anywhere.
Yeah most consumer grade routers (and some big ones like Cisco IOS) doesn't have a way of forwarding a generic IP protocol, unfortunately. So you're left with using the DMZ feature (presuming it will forward non-ICMP/UDP/TCP traffic), or doing the "ping thing".
Alternatively you could replace the WRT120N with a linux or BSD box which is perfectly capable of doing this, and use your WRT120N as a simple access point instead of an internet router.
I have a WRT610N with all the crazy bells and whistles, and I use it as a simple access point (too bad it's the only one they had w/ the dual simultaneous radios and GB enet ports ... I prob should have looked into D-Link).