Are you using the Server ID method for direct connection or using the IP address method? When using the former I never seem to have any issues although IP connections are hit or miss.

If you have issues with both methods, make sure neither the host nor the players have a VPN running, ensure the game is allowed through your firewall, ensure the host has port forwarding or uPNP set up correctly.

Hi yes we have tried both methods . Actually i ve managed to play with one my friend ( he has an steam version) but with another one not . Maybe it 's the firewall as you said .