If you have having issues connecting with people in Baldur's Gate 2 you will need to read the FAQ carefully. They used DirectPlay (from Direct X) to do the multiplayer. It requires both inbound and outbound ports forwarded for both sides of the game. Additionally, It requires these port settings on anything higher than Windows XP SP 2.
TCP: 2300 - 2400, 6073, 47000 - 49000
UDP: 2300 - 2400, 6073, 47000 - 49000
Hope this information helps someone else.