You won't be able to direct connect if you're firewalled!
You said you looked at the sticky & everything is right... something is not right if you're firewalled

You need to go back & make sure you're only running 1 firewall and that it's configured properly. Did you look at UPnP? Does your router support it? Did you find out if there's a NAT firewall? If there is, you may have to port forward.