My problem is that I have to play all the matches in online as a client, cos' I can't host a game... When I try, it always stays waiting for a loooooooong time and nothing happens... It's not a firewall problem, cos' I've turned it off, so what can it be??

people must reject the invitation at the last moment so that's why you wait such a long time. use Alt+Enter and then minimize the program so as to be sure that the opponent is going to be connected to your game.
If you use pesonline that's the solution. If not then I can't give you any other tip...

No, it's not for that, it also happens without pesonline... ;)