And after a bit of googling around, I found out that I got the error because my computer can't send any UDP packets to the game.
I'm currently using Qubee's dongle. Tried disabling the firewalls/anti-virus, etc, etc. Thought about forwarding the ports, but can't seem to find a way. Is there no way at all to do it on a dongle?
I might just have to play this on my desktop only, but I don't want to download 2.4GB again. Does anyone know if copy pasting Steam will work? I'm guessing not.
And does anyone know which servers will give me the best ping?