I understand connection via the Internet and connection via your local area network but a recent article implies that you can connect directly over the Internet if you know your Host's IP and he begins a Session. I have Hughes IP and my buddy has a DSL IP. He found HIS IP by going to www.yourip.us ..... I then pinged him and got a response. He can ping me. We both disabled our Firewalls just in case ... but so far ... no hook up. He goes into Local Area Network under Multiplayer and Hosts a Session and I go into Connect Directly.  The following from FSIndier seems to indicate we are implementing it correctly ...   

FSINSIDER
Connect Directly as an Alternative to Using Gamespy.      

If you know the people you’re going to fly with, everyone can connect directly to the host's computer (instead of using Gamespy).
The host must first tell everyone his or her IP address. An IP address identifies a computer that is connected to the Internet or a network.


Any help appreciated  ...