I have had this problem and have mentioned it in #jj2 one time, but nobody else had it. A few months back everytime I would put my jazz in fullscreen it would make me timeout after a while, probably 30 seconds. Going back to windowed mode would immediatly fix it again. After a while, in which I installed no new directX software (I have version 9) it stopped doing that. I could play fullscreen fine for about two weeks until jj2 went broke wholly.

I use a router and a firewall.