In order to play the game without issues, host and join games you must ensure the following internet ports are open for transmission.
If you do not know how to operate your router to forward the ports, try joining a room, it may or may not work. If it does not work, usually the screen will show Joining session… for 55 seconds before timing out. (Also make sure that the issue is not with the host of the game, hosts definately need the ports open for this to work. But if either the host or the client have closed ports, the multiplayer will not function properly, or at all).
Some universal port forwarding information can be found on www.portforward.com
If you are not sure how to configure your router, I suggest you find someone who does, or better yet, ask your ISP for help on the matter.
Insane uses the following ports:
outgoing port 7000 tcp / 18010 udp / 17000 udp (session information, statistic and lobby room, chat)
outgoing and incomming 2801 udp (CMN)
Direct X will need port 47624 tcp both outgoing and incomming (graphics acceleration for multiplayer)
2300-2400 tcp both incomming and outgoing (multiplayer session, random port)
2300-2400 udp both incomming and outgoing (multiplayer session, random port)