14th May patch fixed this issue for me.
Do you mean that when you click ' Connection Info ' when connecting to a custom game you get ' Waiting for Connection Data ' indefinately? If so, I also get that since the May 11th patch. I'm on Win7 64 but have Windows Firewall disabled. I'm pretty confident that Stardock will resolve this but a little worried that I can't spot if Frogboy has acknowledged this issue in the Demigod Journals.
I also get " waiting for connection data " indefinately with the new patch. Worked perfectly on Sunday with non-beta patch. Windows 7. Firewall off. Ports forwarded from Netgear. Don't have any problems with Dawn of War 2, Company of Heroes, Warcraft 3. I can provide Wireshark trace if required. Ran PortCheck which confirms that my ports are open.