I have this problem too.. The first level started with no problems, but the 2nd just sat there and after 30-60seconds reported "Failed to Create Game".
I am surprised that this is a port issue, as my PS3 sits in my DMZ on my router.. To be honest, my router doesn't actually have a 'DMZ' feature, but its got a "Default Router" address which is the same.. To prove this, I have NO ports open at all on the router, but all games work fine..
I may enable uPnP for the duration of the Beta (I turned it off because of performance issues), but I would prefer to work out whats actually wrong.
Has anyone else encountered and fixed this?