Go to Start->Run (or Search if you're on Vista) and type in cmd.
In the dialog box, type ping cvp1.stardock.com
If it's successful, it's something like this:
Pinging cvp1.stardock.com [66.28.242.200] with 32 bytes of data:
Reply from 66.28.242.200: bytes=32 time=32ms TTL=116
Reply from 66.28.242.200: bytes=32 time=26ms TTL=116
Reply from 66.28.242.200: bytes=32 time=27ms TTL=116
Reply from 66.28.242.200: bytes=32 time=27ms TTL=116
Ping statistics for 66.28.242.200:
Packets: Sent = 4, Received = 4, Lost = 0 (0% loss),
Approximate round trip times in milli-seconds:
Minimum = 26ms, Maximum = 32ms, Average = 28ms
Please paste the results here.
The NAT facilitator uses UDP port 6000 so make sure that it's not being blocked.