It's very strange... if you have vista and/or another firewall (kapersky for example), disable all security you can find (firewall, anti-virus, switch network to private - vista only-).
If you can, check your router settings, maybe try to connect it via ethernet instead of wifi (sometimes, wifi are limited).
Open ports in your router (activate temporarly DMZ if you can) and accept gameranger in your firewalls even if they are disabled (strange but right!)
good luck