Something mark(red triangle) popup on the top and right side of display,,,

It means there was a problem with your connection, a temporary fix is to be killed or suicide however this indicates you may need to port forward or place your platform in a DMZ, having a physical connection to your router helps with stability issues too. 

For portforwarding these are the ports you need 

If you're on PC 
TCP: 80, 443, 9988, 20000-29999, 22990, 17502, 42127 
UDP: 3659, 14000-14016, 22990-23006, 25200-25300 

If you are playing on PS3, please enable the following online ports on your connection: 
TCP: 80, 443, 9988, 10000-19999, 17502, 42127 
UDP: 3659, 14000-14016 

If you are playing on Xbox 360, please enable the following online ports on your connection: 
TCP: 53, 88, 3074 
UDP: 53, 88, 3074 

For a guide specific to your router refer to http://portforward.com/ [portforward.com] 
It has router specific guides! 

Hope this helps  
Just realised you will need to set your platform with a static IP luckily that link I supplied also has guides for that too!

Also I have  had this issue twice and each time my wife was  uploading or downloading something online.. So it could be anything. I have at&t dsl and the speed is horrible . 3 download and 0.2 upload . 

could be coonection problems