For those having problems, I report that everything is working fine, with my DD-WRT.
Here is a mini-guide:
It's a second router in my Network.
My main router is IP 192.168.1.1
I connected this DD-WRT and configured it's IP as 192.168.1.99
The gateway needs to be the address of your main router, and local DNS too. (192.168.1.1)
Subnet mask is default, if your router IP is xxx.xxx.1.x it will be 255.255.255.0
Theeen, you set the _The Cloud with no security, and after everything is OK, you can change the MAC address very very easily just going to 192.168.1.99 in your browser and changing the MAC address in DD-WRT and you will see your Green Light blinking everytime
My Main Router's IP is 192.168.1.1
*ethernet cable running from port 1 to WAN on second router
My Second Router DD-WRT has a WAN IP of 192.168.1.99 and an internal of 192.168.1.100 (should this be 192.168.2.1?)* Gateway and DNS are set to 192.168.1.1
EDIT:
Ok, I found this link (http://www.dd-wrt.com/wiki/index.php/Image:SetupBasic.png) from the DD-WRT site and I'm now able to connect to the net using the second router. Now let's see if I can get a streetpass.