Those instructions are interesting and when I go to the website you need to register to look at it - I was not too keen to register.
But it sounds like you just need the NAT conneciton method; i.e. having the media servers network cards default gateway set to the WinGate Servers internal ip address. Can the media server get replies with these command?
(Windows) Start menu --> run --> cmd --> ping 210.55.214.36
(Windows) Start menu --> run --> cmd --> ping 72.14.253.147
(Windows) Start menu --> run --> cmd --> ping
www.wingate.com
(Windows) Start menu --> run --> cmd --> ping
www.google.com
So if you do have the NAT Connection method available but the Media Server does not work, then you probably need to open some ports - I am not familiar with Gloonet and those instructions are a bit confusing at 11pm on a Friday night so you may want to double check with them what need to be open in your scenario
So lets say you chose the TCP Port 12345
The media server ip address is 192.168.0.2
And on the WinGate Server, the network card pointing towards the internet is marked as EXTERNAL in WinGate.