After you get that message, immediately try to join the server again, I've done multiple times before and it works 80% of the time. If you are running on windows xp, it should have automaticaly allowed g3 to run on multiplayer, if not let us know. Go to start, control panel, make sure you switch to classic view, then click windows firewall, then click on the exceptions tab, scroll down untill you see rf g3. If its their you should be fine, also make sure there isn't a check in don't allow exceptions in the general tab.

Regards,
Matt