Not sure what your network hardware setup is Kaido, (LAN cable/ wifi) but until I did these 3 things I used to have the same intermittant trouble.
1. Turn off Windows Firewall
2. If you run a 3rd party firewall, make sure you add rules to allow F1 2011.exe access (incoming & outgoing) to the right ports.
3. Turn off uPNP on your router (if on) and then manually setup the same ports on your router to be forward to your PC, either by name or IP address (depends on router and whether you have static or dynamic IP set on your PC)
These are the ports - you need to tell your firewall software to allow access to F1 2011.exe, and tell your router to allow access to your PC
TCP port 80.
UDP and TCP port 3074.
UDP port 88
UDP and TCP port 53
TCP port 443
Once you 'think' you have done it right, download this little bit of software and check the ports are truely open -
http://portforward.com/help/portcheck.htm
That site above also gives good information on how to forward ports for most popular routers if you are unsure how it all works.
One other alternative for a quick connectivity test is to bypass your router if possible, use a LAN cable, turn off all your firewalls and security and try it that way - just to be sure thats its your network setup thats the problem, and not you ISP.
Shout if you need more help mate.