I have same problem !
Apparently, it all down to ya router.
I read somewhere that you have to type in the i.p address of your router on Inter net exp. bar and then log on to your router settings page, configuring stuff from in there !
I'm not clear on what it is you have to do ? but I got this infofrom PESONLINE lobby forum ...
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If you don't want to use DMZ, read on...
I;ve seen a lot of people who can't client form behind a router but don't want to compromise their security by turning on DMZ so here goes: This isn't router specific so the following should work on most other routers provided they can handle port forwarding ranges.
I decided to look at my router logs every time i tried to client to a game to see what was happening and if i could find a way to let me client. What I found was that PES4 initially connects on port 5739 but then it starts sending packets from random ports in the ENTIRE UDP range. Weird behaviour but maybe Konami will limit the range in the next patch
Obviously, most people only have their routers set up to forward the one UDP port and thats it so all the other packets that the game sends are rejected and the connection cannot be made as a client.
The way around this is to forward the whole UDP range of ports to your internal IP address BUT restrict access from the WAN side to only the IP address of the person who you are about to play.
This means that you don't have to use DMZ which would compromise your system. The drawback to this of course is that the person you are about to play will have access to all of your UDP ports. If it's a mate then i suppose it's ok but if it's some stranger from the net then you will still have to be careful. (all depends on how much trust you have in the people on the PES4online channel i suppose)
Anyway, to do this for the DG834G:
1. Log onto your router (default username is admin and default password is password)
2. On the left hand side, click on 'Firewall Rules'
3. On the page that loads up, click on 'Add'
4. For Service, choose 'Any(UDP)'
5. Action is 'Allow Always'
6. Send to LAN server is the internal IP address of your computer.
7. WAN users, choose 'Single Address'
8. in Start, put in the IP address of the person you are about to play.
9. Click apply to apply the rule. Then click apply again in the main rules list page.
This should allow you to client to that person.
The disadvantage of this is that, if your mate has a dynamic IP address, you will have to edit the rule each time his IP address changes and you want to play him. You will also have to edit the rule each time you want to play a different person. However, If your mate has a Static IP address then all is good
I prefer this over using DMZ as it is more secure. however, it is less convenient than DMZ in that you have to edit the rule nearly every time you want to play. I don't mind doing that as it takes a few seconds at most on the DG834G but some people may still prefer the convenience of DMZ along with the insecurities that brings
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I cant even log onto my router settings (I give default user name and password) ... 3 attemps and ... nada ???
Please , someone .. anyone HELP !!!!
. Thanks.