Ok, perhaps this problem is been tolded many times before, But now I got it so I asked it again

!
Here it is:
A friend of mine and I want to play BGII online to each other...same patch, same frame rate, both firewall routs open..Still no matter if we try it trough gamespy or the game itself (trough ip-adress) we get the message: cannot connect to the game session.
We both have tried hosting the game. personelly i think it is still a firewall or antivirus...but actually I have no idea! so...HELP!!!