With version v1.0.1.13 a new multiplayer system will be available.
The new system will allow you to invite you friends using Steam services to a private lobby, and if a direction connection to host player fails it will create a (proxy) link using Phoesion servers to establish the connection.
This system will not only be easier to use but it can help if you are behind a router/firewall and cannot direct traffic to your pc. (of course the latency will double if using the proxy mode)
You can also select the server location you prefer, to minimize latency. Currently there are 3 locations available : US-East, US-West and Europe.
The previous simple IP mode (connect to other pc using ip) will still be available and has been renamed to LAN Game (for local area network).
(The system is still under some testing, if you experience any problems you can report them in the forums)