I echo and agree with WarningU2's post from top to bottom. Gamespy is better than the MP room for finding players- just use Direct IP to set up the game. Close Gamespy right before you actually launch the game if you're worried about bandwith issues. Less chance of a buggy connection crashing the whole thing- you can just kick the one bugged fellow and have them try again.
I *never* use anything but Direct IP anymore. Makes my life much easier, and with a decent computer, you can be ....mostly.... sure your game won't crash.