1. Which game version are you running? (look at the bottom right of the screen when you're in the game to find out)
2. If your're running game version 1.05 or less, you'll have to allow SINS past any firewalls you've got on your PC and forward two ports through any router along the path between your PC and your ISP. Please download and follow the steps in my guide "Networking and SINS" which can be found right under the GREEN text in this thread.
If you're running the BETA for v1.1 (v1.09) then all you have to do is make sure SINS is allowed through your anti-malware/firewalls and you don't have to forward any ports. v1.1 "tunnels" past routers with ease. 
So again, you must make sure you allow SINS access out past any software firewalls (maybe alt-tab to see if it's asking for permission once in-game). Then, depending on what game version you're running you'll have to follow the steps above. 
thanks,
the Monk