Hmm that's weird. This is the steps I followed to play with my friend:
1. Download Hamachi.
2. Create a network in Hamachi and send the password to your friend so he can join you there.
3. Host a game in Billy's Nightmare, using port 5000.
4. Your friend then has to right click your name in Hamachi and copy your IPv4 address.
5. Then he can join you in Billy's Nightmare, using port 5000 and pasting the IP he copied from you.
6. If nothing happens, both of you can minimize the game and see if the firewall is asking for permission.