I would suggest to connect to an external computer (IE not in your home), and write this command after creating a new multiplayer game (alt-tab out):
telnet 6602
Go to http://whatismyip.org to see what your IP looks like from the outside world. If you don't have access to an external computer, you can tell someone in the lobby to do it for you.
If it connects, you don't have a problem with your firewall or network forwarding; if not the problem is on your end.
