There are multiple causes for these issues but in order to overcome them, you need to follow some instructions. First make sure that the application is added to the exclusion list or open a port in the Windows Firewall. Second, re-install the application, make sure that everything is configured properly in the application's settings/options. And third, close down all background programs that may consume important bandwidth.
Of course, there is the possibility that the server speed is slow, but in this case there isn't anything to do.