Is this the first time you've tried to join G4 MP?
G4.5 requires that you forward 2 series of ports in your router...that info. and specific ports can be searched for here
G4 did not
The only thing I had to do to get G4 MP to work was to make RF an "Exception" in the windows firewall settings ...you should check or try that.....
however......
It may not be worth your while ....G4 MP is a VERY lonely place unless you have a pre arranged meet (all parties must be using the same exact version )
Everyone is at the 6.5 MP site (many listed 24/7)...I suggest you get the upgrade to 6.0/6.5 and join the fun
(last time I checked , it was around $50. USD)...WELL worth it !