Need for Speed MW LAN

Alright, so me and my friend can't connect over LAN. We installed using the same CD, since he left his at home, but we used different CD keys. We are connected via a switch, and we know it works perfectly as we play other games over it all the time. Now we can see each other's games, but when we click join, it either hangs on connecting for a bit, then says unable to connect, or it acts like it connected, but really just brings us to the create a LAN game menu. The weird thing is, is that when we connect and get brought to the create a game menu, if the host leaves his game, the other is promptly disconnected from LAN, so it's like we are connected, just not in each others game. Any help?
 
Could their possibly be a software based firewall that is blocking the game on either computer?
 
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