If you're using "Direct Connect" to connect to the server that's probably where you're running into problems. After a couple hours of testings, a buddy and I have come to the conclusion that "Direct Connect" will only successfully connect to a "Direct Connect" server (using Direct Connect/Create), but not a LAN or GS server.
Still trying to figure out if it's possible to launch a dedicated, Direct Connect server :\
This isn't right. This isn't even close enough to be considered wrong.