You needm to give your Civ preference to the Host and he will set up the game. He sends you an IP address and password. When u open the game, select multiplayer then Connect to IP address.
Type in the name you wish to play under, enter the IP address and the password and select Connect. When the list of playing Civs come up, select yours and voila. As easy as that.
There is another thread on how to register on Civstats. (You need a password for that too from the host.)