I also have the same problem, We've tried Online, Online Private, LAN, With himatchi and ports open etc..
Nemmy, what is the borderlands conecction style that you are reffering to? I never had any problem with that and neither did my friend that I am attempting to play Hunted with now.
Anyone that have actually had the problems and solved them somehow?
EDIT: And now for sitting in the join que and not getting in to any games for the last 25 minutes (good thing this games has an auto-re-que feature)
I finally got into a lobby.
How does this work exactly? I got in to one game of 250.. :-S