For any DSE you actually have to enter on in the same sector of the sector block that your team mate did. Bring up the map, if your on a team the other person should still show up on the map so you can tell what sector thier in. If it doesn't the other person can bring up thier map and let you know what one they are in.
If you did enter the DSE in the same sector try changing instances. If you can't get into the same one then it's probably full.
Further on greatzippy's answer... the reason for this is that each sector within the block may have its own flavour of enemies. The DSE you intercept might be filled with Terran Empire ships, while your friend might be fighting Klingons, since his was further down the block.
As long as you're fighting the same kind of enemies in the same sector block, the game will try and put you in the same instance, irrespective of which of the DSE portals you took.