SF IV (PS3) having trouble with starting a private match

Ok, I was trying to set up Private match with my brother and for some reason the game would stay at the VS loading screen and I would quit the game, then start it up again still the private game would still stay on VS screen. So a minute later I tried to play regular Rank match and everything was ok but when I tried another private whether it’s me or my brother that is hosting.

if anyone can help me that would be great.