Desperate MP Help!

[Jake1702]

So I know I've posted a million times for multiplayer support but I'm frustrated that I still can't get it to work. I'm sure I did everything correct as on my PC when it says Initializing Network in the game it says Network Initialized in PPSSPP. (A message at the top of the screen) but on the other player's PC they get the message from PPSSPP but the game itself is stuck at Initializing Network. I'm sorry if all my asking for help is annoying but I'm really frustrated.
BTW the game we're trying to set up at the moment is Burnout Legends but we will also try games like WWE Smackdown vs Raw 2010 and such.