Hi. Thanks for your report.
You may want to review our [url=http://www.bungie.net/en/Help/Troubleshoot?oid=13610]Advanced Steps Networking Guide[/url] for information on UPnP, NAT, and Port Forwarding. It sounds like your connection isn't allowing two players to play the same game.
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I did turn on the upnp. We were playing together for some time then after one of the updates it started shutting only his down.