Doesn't a private server allow the option of not permitting anyone to join?
I've seen that on a few of the servers (try connect randomly and you'll see)
Another thing is, when you make a server are you hosting it from your IP or is it a session from the main server? Because if you're connecting to someone else you might be having latency issues if they have a shoddy connection, and not connecting to the server.
My DSL plays up occasionally and I get errors connecting from time to time,but it never used to happen when I was on dial-up though. :P