Don't use the built-in system. very unreliable.
There are two main ways people use to play.
You need the LogMeIn Hamachi Client. https://secure.logmein.com/products/hamachi/
Just try it for free
The someone needs to create a network
join the network
Finally, go into the Multiplayer mode in the game and do LAN. You should be in
Download it there
Then, start a room and wait for your friend to join
Then just click start game and you should be in
See if either of those works