I've seen this happen due to SC's archaic coding - Are you behind a router, or firewall/security software? May want to try bypassing all those just for testing purposes, can almost guarantee you'll play fine afterwards. Whether it's the router or your firewall, you may not have all the ports enabled that you need to. If my hazy memory serves me correctly (aka, I suggest you verify it on blizzard.com/support), the ports are 6112-6119UDP that you want opened.