I'll add some information ( AGAIN ) to help you solve this issue once and for all.
2 Possibilities when you get the message "network connectivity"
1 - The Gamespy is on the blacklist of your DSL provider service. If you can not enter the site login.gamespy.com you WILL NOT PLAY THE MULTIPLAYER.
Solution: Gamespy change their route OR our DSL service remove Gamespy from the Blacklist
2 - Firewall, NAT, Ports, Antivirus, Shared connection, Wireless... well, a lot of stuffs, and WE have to do your job by found what is going on.
Solution: I said above, do their job and find out the problem, open few ports, disable antivirus, disable sharing connection for wireless, activate bridge and blablabla...
SO, can you guys say something or should I keep acting as a Crytek employee!?!?