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The typical questions arises...

Are you, or your friend, behind a firewall?
Do you, or your friend, use a router?
 
You can see your firewall in the tool panel/security centre. In there you can allow the EU2 to run without problems.

The router is a device which allows you to navigate with more than one computer with a single connection.
 
To make a long story short: If you want to know if you have a router or not, do the following steps:
  1. Open a dos box (hit 'Start', 'run' and enter 'command'
  2. Type in the dos-box 'ipconfig'
  3. Note down the number listed after 'IP Address'
  4. Go to http://whatismyipaddress.com/ and check what IP address it shows. If that IP is not the same as what your ipconfig did show, then there is a router.

If you have a router, you need to forward certain ports. Follow this link for more info about that.