We had the same problem on our version 9PL11.
We have a VPN setup which external users connect into to access our server. They have SAP client installed on their laptops. Over the VPN, it was impossible to connect until we modified the host file as indicated by Göte and it works like a charm.
Funnily enough, I remember having to modify the client host file for a multidimensional software about 17 years ago, otherwise it couldn't connect to the server. This BI software has long disappeared from the shelves and the editor has been sold many times to bigger and bigger companies. The one before last was Business Object, who was bought by ... SAP!
Pretty sad to see that SAP is not putting much effort into connecting the remote users.