My friend and I last night tried to start a custom game using ICO. Even after going through and making sure the correct ports were open and things like Upnp was enabled, we kept having the same issues. Either one of us could host a game, but we would get the "disconnected to server" message anytime the other player tried to log in.
Note: The following solution requires you to download / install software. It also prevents you from doing an "open" game where anyone can join. This is a "friends" only solution.
The solution we came up with is to create a VPN so Sins can connect more easily.
1. All parties download and install Hamachi. You only need to install the Basic version.
https://secure.logmein.com/products/hamachi/vpn.asp?lang=en
2. One person creates a network (name and password). Have all of the people who are playing connect to that same network.
3. Pick a person to host the game and have them read off the IP Address to the rest of your friends. This person should then start Sins and host a game.
4. The rest of the players should start Sins, "join a game" and then type in the IP address the host gave them.
5. Have fun.
I'm by no means an expert when it comes to networks, so I'm sure there 582723 more elegant solutions to this problem. My issue is that even after following the stickies at the top of the technical support page I still couldn't play the damn game with my friend. I spent 2 hours installing windows components updating my router settings and was extremely frustrated. So we tried Hamachi and it worked so I hope this will help alleviate the frustration other players may be having if they just want to play a quick game with their friends. Good luck.