Realpsojed: Port forwarding is only useful for people who have direct access to internet from their router, in other words, this (simplified) connection schema:
Internet -> your router -> your PC
If you have any other networking setup than the one described above, port forwarding WON'T HELP. Many ISPs provide internet based on this (again, simplified) schema instead:
Internet -> ISP's router -> your router -> your PC
By setting up port forwarding, you configure your router, but you don't configure your ISP's router. So the connection on 6112 port incoming from the Battle.net smashes into the brick wall called ISP's router, and will never reach your router.
I recommend downloading Hamachi and finding others to play with via the forum here.
This right here is spot on. So for everyone saying they fixed it by clicking on random things in the menu didn't really fix it. That isn't the work the protocol works.
As Realpsojed port forwarding isn't a real solution either for most people. For example I have a dedicated internet line. Basically I'm what my own ISP since I'm using Ethernet over copper internet connection since where I live had no internet prior to me doing this. So I don't have a modem, just a nighthawk router with a custom ip and dns setup by the provider. Even so port forwarding would do me no good in this situation.
If you are in here and have disabled your windows firewall, or added custom rules on both firewalls, hardware/router and port forwarding etc.. done everything including take out the trash and wash dishes and you still can't connect than your options are to contact your isp and tell them GOG/Blizzard are using ancient technology and you need them to open the port. Or you can do like he said above and use Hamachi otherwise enjoy your 10 dollars in single player mode (or you could have a lan party)