depends how you connect. If you use DHCP from your router, there may be blocked ports. I know some games need ports forwarded to the console's IP. Try setting a static IP and placing it outside your firewall (DMZ). When doing this, make sure to program in the DNS servers for your ISP. You can obtain those from your router's settings. I had this same issue, and once I added in the DNS's, it all worked flawlessly.