I only just found out that a month ago that I could use Steam to launch the game, so I could use the Steam overlay, browser and chat system while still playing the game. I found it quite handy.
Now over the past few days, I've been launching the game through Steam and the in-game connection drops within 30 seconds of play.
I launch the game as normal and everything seems fine.
Yes, Steam is frustrating. I ended up giving up on the online aspect of Warhammer Dawn of War II. Since I beat the campaign 6 ways to Sunday it means I am finnished with that game. No more Steam games for this guy.