On page 5 of the guide posted by "the Monk" which is here... http://www.kiclan.com/Monk/Networking_and_SINS_by_the_Monk.pdf
It explains that apparently, like others have said before me, if you fail any of the "checks" that Ironclad Online does, any of them at all, then you get that message. Getting the message does not mean that you can't host. I get the message and can still host. The guy who wrote the guide gets the message and can still host. Some people above my post here have said they get the message and still can host.
So I would suggest ignoring the error message if you know you've set everything up correctly, and see if people can join your game anyway. The guy who wrote the guide says a patch should make the error come up less.