This the PC, PSN or Xbox game?
What HW version is your router?
What FW version is currently loaded?
What ISP Service do you have? Cable or DSL?
What ISP Modem do you have? Stand Alone or built in router?
What ISP Modem make and model do you have?
If this modem has a built in router, it's best to bridge the modem. Having 2 routers on the same line can cause connection problems.
Ensure DNS IP addresses are being filled in under Setup/Internet/Manual? You can find these under Status/Device Info/Wan section.
Turn off ALL QoS (DIR only) GameFuel (DGL only and if ON.) options.
Turn off Advanced DNS Services if you have this option under Setup/Internet/Manual.
Turn on DNS Relay under Setup/Networking.
Setup DHCP reserved IP addresses for all devices on the router.
Ensure devices are set to auto obtain an IP address.
Set Firewall settings to Endpoint Independent for TCP and UDP.