It's a connection issue. Almost certainly your firewall / router is blocking connections (either the whole time, or it lets them through at first and then 'forgets' to) You need to make sure all relevant ports are allowed past your firewall (often needs global rules rather than application specific, which on a number of firewalls don't work properly), and either use port forwarding on your router to send the required ports to your server or put your server machine in as the DMZ (usually the easier option, just keep an eye on security). I'm pretty sure the required ports are sitting in a readme file somewhere in the rFactor folder.
Unless something has broken you don't need to buy anything new, and really this stuff isn't specific to rFactor at all. Same thing happens when hosting any online game.
