[Johnj]

I belive you are playing behind a router. You don't have any problems joining a game, except that warning, with GameSPY or the in-game browser right.
To host a game you will need to open ports used by the game, through the router, to the internet.
Go look through the guides here for Dogmeats port guide. If it isn't here look over at mohadmin.com.
You may find that all that works is to place your server in a "DMZ". That is the computer is open to the internet.
Please PM me for a more detailed answer ok