First off, what error messages (if any) are you getting? The most common issue is ports not being forward which is leading to the game traffic not being properly routed to your PS. If you have access to your router settings, the best thing you can do to help alleviate connection issues is to turn on a setting called Universal Plug and Play (UPnP). Essentially, it tells your router to ask the device what ports it wants to forward and takes care of it for you.