How can I make little fighter 2 connect to more than 2 players?

Me and 2 other friends wants to somehow play lf2 together on 1 game. We tried to doing a network game but it seems that it only allows one person to connect and if the other person tried to, he gets a Error: cannot connect to server. Does anyone know how we can somehow bypass this issue? Is it possible to play with 2 other people (on different compter)

What is a VPN?

VPN is (Virtual Private Network) were first used by companies to enable their employees to securely access internal systems such as email remotely (e.g. from home or while on business trips). Today they are increasingly being used for personal use by individuals to protect their privacy while online in public places (e.g. when using the wi-fi connection in a cafe) or in a country where the internet is censored / blocked (e.g. China, Saudi Arabia…).