This really is a strange problem!
I think tonight we managed to narrow it down to a problem with mine and Trolly's computers connecting to each other. At no point was I able to be in the same multiplayer session as Trolly, but for some reason, my connection with Evil1 was fine, which it wasn't the other week for the mission!
I did a little search on Google, and found the same article as Trolly:
This error is displayed by FS2004 when trying to connect to a session. Usually it happens when someone else that's already in the session is using a router and hasn't forwarded the correct ports. When your FS2004 tries to join, it gets a list of all the players currently in the session and tries to connect to them. But when it tries to connect to the player with the bad router, it isn't able to communicate with it, so FS2004 aborts the connection (note that FS2002 would happily connect anyway and just not show that player, but FS2004 now uses newer DirectX functions that return an error in this case, so FS2004 actually isn't able to connect this way anymore). Unfortunately there's not an easy way of figuring out which player is causing the problem, but if you ask everyone if they're using a router, and one of them says they are, and doesn't know about port forwarding, it's a good chance it's him :-)
The person using the router needs to configure it so that certain ports are forwarded to the machine running FS2004. Typically the port is UDP 23456, but you should ask the person hosting the session if they're using the default hosting ports, or something different. If things still aren't working, try also forwarding UDP 6073 and the range of UDP 2300 to 2400, since these are the DirectX "alternate" ports, which are sometimes used when the host is using something other than 23456. Sometimes enabling or disabling UPnP (Universal Plug-n-Play) can help also -- I've received reports from users saying both ways have helped, although I'm not sure why.
This is the problem we have been experiencing.
I think you said (Trolly) that you were using a Router (Orcon possibly

), and I was just wondering if you had the "port forwarding" turned on. I turned it on earlier in the evening, and this should have worked. The fact that the problem was still there leads me to think that your Router (not Zone Alarm Firewall) may not have this configured; but I may be wrong......I think it only works if you're on a network, and I'm not sure if you are.