Could not connect to host...

[-Fr3NeCKtiQz]

Hello there everybody in STEAM,
I've been trying to play Borderlands with a friend of mine, and each time we try to connect to each other we receive the following message: ''Could not connect to host''.
We live nearby, and don't have connection issues in other games, our ping is generally minimal in other games...
Any solution for our problem?
Maybe adding ports or something?
Please give me all the possible solution for this problem!
Thanks :)
Nice weekend for all

[Bacchus]

http://gbxforums.gearboxsoftware.com/showthread.php?p=2187817