All I can think of is make sure you're steam friends, and logging in to the game via steam. (there are direct .exe files installed that avoid logging in via Steam, and this kills online play. Be sure to start the game via Steam or a Steam link.)

Can you see your friends name/icon on the left side of the multiplayer screen? If not, Steam is likely the issue in some way. If you can see them, and it's still not working, then I'm afraid I have no good advice! (except if you're doing story mode, and they're ahead of you, it doesn't show up unless you click 'show all' on the games list - then you'll see it, but can't join them)

Good Luck! (and maybe someone who knows more than me can help you out if that doesn't work)