You can try an IP to IP connection to your friend. Click on Multiplayer and click a desired map and then click create game. Your friend is going to need your IP address and Port number. There is a website to tell you your IP for you and its below. You can use just about any port, like Supreme Commander, by default, uses port 1957 when i connect to a friend using an IP to IP connection.
get your IP address: http://whatismyipaddress.com/
I hope this help!