No worries. All that means is that I'm playing and not in the lobby.
If someone invites you, a screen pops up and asks if you want to leave your game and join the person who invited you.
Usually, it's best for the lower-level person to invite so that way the higher-level person can help with quests. Also, if you start fighting higher-level enemies, you don't do as much damage to prevent uber-grinding.
Hit me up if you're online next time.