ensure your firewall is either configure to let message from shogun and the server pass back and forth (i dont know how to do that)
OR disable the firewall,
This link tells you how.

http://support.microsoft.com/default...b;en-us;308127

But if I remember right, playing and hosting on the FS, that it does not make any difference.

Firewall and router in place, I could play.

But I had to physically bypass my LAN router, directly connecting to my cable modem, to be able to host.

But having my firewall up or not, did not matter, or help at all.

We will have to test