Bah, FFH2 locked after I told it to connect. I'll try again.
EDIT: It happened again; after trying to connect, the music continues and I have the ability to move the mouse, but nothing in the Civ interface responds to clicking. For some reason I am unable to Alt+Tab out of Civ or otherwise see anything other than the multiplayer screen. I'm guessing it's a firewall issue (I'm using ZoneAlarm), but whereas I would normally be prompted for permission or something, I am unable to see anything other than the civ multiplayer connection screen.