Hmm, I presume you mean that you and your friends have trouble connecting, and not that you are actually unable to host a game.
There are a couple fixes you can try if it doesn't work for you straight away.
If you're hosting, it's a good start to make sure the game's ports are forwarded. Even though it's not usually required, some people's systems/networks have trouble with the default Steam method.
You can find a lot more info in the FAQ here: http://steamcommunity.com/app/246900/di ... 006178353/