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if you have a router you might also have to open up some ports. go into your router settings, usually in IE type 192.168.1.1 or whatever your External IP is, and then you want to locate the port forwarding options, open up ports 0 to 65535 for UDP and TCP or uploading and downloading, and enable it, save changes reboot router and computer and then try again, you will still have to do what tango mentioned above, this is just a little extra that may help
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