I hope your computer is using a static IP, the IP where UDP 16000 port is forwarded to in your router.
The firewall problem happens sometimes even of you are well configured, try to restart gameranger and in 90% of cases, the problem is solved.
It may be a router bug or your ISP blocking some ports.
It also may be an unstable connexion bringing small net missmatches or an antivirus/firewall bugging.
What is your Internet configuration, an adsl router on a phone plug and then a computer with an RJ45 cable?
The best defence is attack!