Do you know if you are showing the needed port via your router? The game needs a specific port open to work online:
http://support.microsoft.com/default...s;321744]MS KB
Quote:
When you try to start a multiplayer game by using ZoneMatch, you may receive an error message that is similar to the following:
Could not connect to the ZoneMatch Server.
CAUSE
This error may occur if Port 2300 is unavailable (blocked).
You must have Port 2300 available if you want to play Microsoft Dungeon Siege as a multiplayer game through a firewall, a proxy server, a router, Network Address Translation (NAT), or Internet Connection Sharing (ICS).
RESOLUTION
To resolve this issue, open port 2300.
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