It took me very long to get Desmume to work online, ensure that you are using:
DesMuME 0.9.7
All wireless devices/hamachi disabled in network connections.
Disable firewall protection
Get a copy of a downloadable firmware ready with the settings (Not sure where I found it, but it's out there)
When you load it up it should disable Windows 7 Aero theme (Which is what I get)
Ensure that your firmware saves after you establish connection point, if it says an error in the status window it could be wrong version of desmume, wrong firmware or network issues.
Hope that helps !
(p.s. Internet with desmume is horribly slow!!, but there is a plus of being able to see DS memory activity while online)