Me and my brother are having the same problem. From further investigation I am able to connect to any game and have others connect to me, but my brother can neither connect to other games or have people join games he creates. He is however able to see the list of open games and his created games show up in the list. When attempting to connect to other games he never gets to the point where it asks for a password, or asks him to enter his name as in the pictures shown by others above.
We have verified that his firewall is allowing the program.