Even if your problem is solved, I would like to say there is one case where you can't play multiplayer even when you both have the same mod.
It is related to the use of a shortcut to launch the mod, where each people have written different lateral bars: "\" in stead of "/"

For example, if I'm using this shortcut to play lotr-tw mod (with \):
"...\Rome - Total War\RomeTW-ALX.exe" -mod:alexander/lotrtw

It is proven to be incompatible with people using this other shortcut (whit /):
".../Rome - Total War/RomeTW-ALX.exe" -mod:alexander/lotrtw

I wasted many time trying to find the cause of the missmatch, I hope this saves some time to people with the same problem.