I followed this guide and was able to host rather easily. Hope this helps
"Borderlands, like many other online multiplayer games, requires that you forward a few ports if you plan on hosting a game. This basically means that if you want people to join your game you need to open up a path in your internet connection for them to get there, otherwise you'll be left to loot all by your lonesome.
But don't worry! This is a pretty easy thing to do!
First, determine whether or not these ports are already open There are some cases where port forwarding is unnecessary, such as when you connect directly to a single port cable or DSL modem.
7777 28900 27900 28910 28902 - seems like this needs to be open too.
If the ports were closed, we need to determine what kind of router you're using You'll need to find the model name of the router or router/modem combo you're using. This shouldn't be too hard. Usually, the internet comes in through your modem (box connecting to the wall either through phone line or cable line) and is then passed to a router which sorts and distributes your internet connection to the computers in your house. Go find the latter, turn it over, and look for a brand name and some kind of model number (Ex.: Linksys wrt54g, D-link DI-804). Once you have that go to this link and locate your model: http://portforward.com/ Follow the instructions provided. The ports you need to open are:
7777 (TCP/UDP) 28900 (TCP) 27900 (UDP) 28910 (TCP) 28902 - not in the readme, but opening this port helped alot of people
Once you're done click each port to test if it's really forwarded. Bear in mind that sometimes it takes a minute for the router settings to apply (occasionally you'll even need to reset it before the settings take effect).
Forgot to mention!!!: You'll need to either add an exception to the windows firewall or disable it altogether. I disabled mine; it's all but useless. "
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