Try
Hamachi, it's software which creates virtual LAN over the Internet and in most cases enables people to play without having to worry about port forwarding or anything like that. It's the easiest solution I know about and works in 95% cases. Only downside is you can't play via VNet, but that's not a problem when you play with regular group or your buddy. If you go this way, just remember to create/join games via 'LAN' in HoI2 (no valkyrienet). You can use 'Internet' too, but then you have to fill in IP of host.
What is posted two post above seems to be true. Is Certainly right for me.
When we get to the screen where we enter the port forwarding ranges there is a checkbox that gives us IP FILTERING - disabled or enabled. Its set for enabled. Should we change this to disabled?
Dunno what is meant by it in, but try to enable inbound first, then try the game. If it doesn't work, disable it completely. If it doesn't work yet, try other option. Try-error method is sometimes needed.
See above.
Just ignore UPnP. If you set up port forwarding properly, you're set for MP.
Many thanks for the response Lord Ederon, we might still not get there but at least we no longer feel we are out on a limb on our own.