I want to know how to play a private match with my friend. Any help would be appreciated.

Plain simple. Whoever hosts the game needs to forward port 28960 on the router (and allow it on the firewalls). Then that host clicks on "Private Match", on the game's main menu. Then all others joing using connect command, connecting to his external IP. Example:

 

connect 176.9.46.228

You can find your external IP by visiting http://www.whatismyip.com

 

EDIT:

Now I found the tutorial for it -> viewtopic.php?f=7&t=3629

Notice that you don't have to include the port on connect command when you're trying to connect to port 28960 (28960 is the default game port). Apart from that, everything there is correct.