Direct Connect can be difficult to achieve. Apparently it helps if both people have chat enabled (I don't know why) & this also helps for browsing.
You & also your friend should do this test:
Bug Report instructions & sample image If it comes back False then it means there's a firewall somewhere blocking incoming. It could be a softw firewall on your computer or your modem/router.
Remember the ip address that shows on the direct connect window is yours. So that's the number that your friend should type into their direct connect search. And of course you need theirs.