If you are absolutely sure you have the settings as they should be in the connection file then the problem lies in the router. You may want to try setting up a specific IP address for it in the DHCP settings on the router or maybe put the PS2 into the router's DMZ (demilitarized zone), which will place the system outside of any firewall protection that may be in place. Also check to make sure the ports you need open are not blocked- there should be a listing of which ones are needed in the game's instruction book.