If you go to the GT5-Online subsection of this forum there are a couple of threads about online connectivity with some hints and tips that may be of use.
I had terrible trouble with my friends not being able to join my lounge for a race series, a friend changed my router settings and input manual settings into my PS3 network settings, since then alot more people have been able to join my lounge, but some still can't.
I regularly (daily) play Battlefield 2 with my friends from all over the world, we can always join the same squad / team every time we try, it's been like that since Battlefield BC2 was released, hardly any problems ever, we can always team up and play, everyday.
How come EA can have an online system whereby friends can always play together, at any time, from all round the world, but Polyphony can't?????
GT5 prologue was the same, the connection to online racing was awful, absolutely terrible, they haven't learned a thing.
I'd quite happily pay, like Xbox live do, if it meant I could play all my friends everyday without issue, why don't Sony and Polyphony understand this.
It's a joke.