Civ IV - Multiplayer Game

I'm attempting to do a direct connection to someone for a multiplayer game in
Civ 4. And for the life of me, we can't getthe connection. He's connected to
other people with his computer before, and had others connect to him. And I
am the only one of our circle of friends running Vista. So the problem must
lie on my end.

Does anyone know what could be going on here? I tried adding Civ4 and it's
files to the "exceptions" list on the fire wall, I even turned the firewall
off thinking that was the problem. And nada.

Thanks for anyhelp you can give.