This question will be often asked:
I can´t connect to the lobby. Which ports must be open.?
Here a little list which helps:
Dawn of War:
UDP 6112
Gamespy:
UDP 6500
TCP 6667
UDP 27900
UDP 27901
TCP 28910
TCP 29900
TCP 29901
UDP 29910
TCP 29920
Here you can test if you did erverything right: Network Tester
You want to know how you can do this at your Router?
Watch here