Right, so, I disabled the firewall on both computers, hosted online coop with pc No.1, and invited No.2, No.2 tried to connect but stopped and displayed the message - Game Session no Longer Available....
But weird thing happened, I think its the solution.
Hosted online game with PC No.1, then went to the find game option with No.2 and set it to search for a lan game and the server was there, I clicked connect and it connected instantly.
I haven't tried inviting my online friend to the server but it should work, strange though that i cant connect when being invited??!!
Gonna try playing online coop tonight, Me, My bro and my friend online, I will let you know if I have any more trouble