In case anyone wanted some additional info:
Finally had a chance to test the dynamic dns setup with the new router. The Dlink router appears to be correctly updating the DDNS entry without any PC intervention. I believe it will automatically keep the DDNS entry updated even if no pc is powered up. Worked with the Ethernet server example and connected through the internet with only a small amount of fiddling (mostly to do with ports) -- very cool.
NOTE though that the router I have appears to do the ddns update automatically only for dyndns.com and doesn't appear to be able to work automagically with any other service. By using www.dlinkddns.com
you can set up one free domain name through dyndns. The name will be xxxxxxx.dlinkddns.com.
Though I guess it should have been obvious (duh!) when testing you will need to supply the port number and must not use www or http in the domain. I found it easiest to set the router up to respond to pings until I got it right.