i had that problem too

, but if you have a router like i have you just need to open your ports in the router (i didn't do that, because i didn't know how

) or update your router (i have a wireless router and i did did after reinstalling GW 3 times and it works perfectly)
hope it helps,
greets LeVortex
BTW: on the GW support site stands that (i forgot the brandname of the routers) a router is having problems and that you need to update it if you got another brand you should just try to update the router