Between SSE and I we've answered this general question at least 20 times a year in various threads. There is no one correct answer; it depends a lot on your setup (router, etc. etc.)
Here is a link to a fairly recent thread that addresses a number of things that seem to keep people from getting online:
http://www.multicamserver.com/forum/view_topic?topic_id=2513
It rambles a bit, but it does cover a number of key point - if you have the patience to read all the way through it...
