All of the sites that I know work fine except one. This one gives me "TTL expired in transit" when ping-ing it with router,
Strange thing is that it works fine without the router.

What could be the problem? Why doesn't it work with the router, and why does it work with the router?

I'm talking about a single website. Everything else works magnificent with the router. I couldn't be happier by choosing something else at the same price tag(100$, Mikrotik RB450G).

Try to trace-route this website with and without router.

These are the screens with traceroute.
The address of the website is changed....don't know why.

Problem got solved by adding a line(86.120.68.10 torrents.czteam.ro) in the HOSTS file.