I don't think you'll be able to get it working on a Draytek (at least with current firmware) Even in routed mode we've been unable to get that working during our tests.
It does work with the BT voyager 205, but I think you have to enable IGMP via the CLI if I remember rightly.
For other hardware look for an "IGMP proxy" option, and check its enabled.
Should work ok with any USB modem providing your software firewall doesnt block the IGMP enquiry messages that get sent every minute or so asking if you wish to joint the stream.
Anyone that does get it working please do post here saying what hardware you are using, and which of our ADSL gateways you are connected via (tracert www.zen.co.uk for a command prompt, and look at the first hop past your router)
Kindest regards,
James Sweet
http://www.zen.co.uk