Forward your ports...

[galann]

http://portforward.com/

1. Find your router.
2. Follow instructions for your game, scroll down to blizzard downloader on this page (http://portforward.com/cports.htm)
3. Add those ports specified to your router settings. (make sure you use your local IP of your computer)

This made a world of difference for me, some people might already know this, but I'm just gonna share what helped for me.