People used //monitor to check statistics, and found their NAT Type Port Restrict or some other status. Seems exactly what it means, a port is blocked. So people try DMZ mode, which pretty much opens all your ports in hopes of fixing it. Doesn't work for everyone however, as there's obviously more than just that screwing up the connections. Also, correct me if I'm wrong, but DMZ is only applicable for people with routers. Personally, I have a modem, and I've gotten these party connection fails before.
....Long story short, Nexon could save everyone a shitload of trouble and fix this easily by switching from P2P to servers, or re-writing this piece of crap P2P code. Apparently the people that played the other versions of DFO never got this problem, so we're getting the short end of the stick.