Added after 6 hours 51 minutes
As far as I understand, this is because my provider is STRIM.
However, searching around the web, I found a potential solution; it didn't actually help me, but it did for my friend.
You download a special program that creates a Virtual Local Area Network for you, your friends connect to it, and now you can play any games as if they were on a LAN.
Download the program here - http://hamachi.cc/download/list.php
Instructions for its use in Russian are here - http://darkcry.pbnet.ru/hamachi.htm
Specifically in Heroes, you need to create the game via TCP/IP.