If you have dial up, you really shouldn't have to worry all that much about firewalls.
And to everyone that's asked, Yes. The whole MP stability/lag issues are common. The 1.04 patch does help quite a bit with the crash issues, but I've had it crash even with 1.04 running. But even
with 1.04, lag is still a horrible horrible problem. I heard someone say that you needed a ping under 100 to play a lag-less game, but I doubt that's true. If you manage to get the game to actually beginning, you'll most likely lag.
But he trick is once the host clicks "Launch Game" just wait (assuming you don't crash) It might be instinct to assume the game froze, but it hasn't
Only abort after a few minutes have passed and you're still waiting. you'll have to be patient. Sometimes the game will just load. Other times you stare at the main menu for a while.
I've seriously considered returning this game, but I don't know that my local store accepts returns do to piracy
I'll just have to pray on a patch that fixes all the problems. This is certainly the last time I buy a Firaxis game.