Give more precision about your config, the engine you are using (ID version, or Quake2Max or BeefQuake ...) and the exact error message if you want help.
But if you are using windoze XP (or 2000, millenium ...) try to use an engine with the WSACONNRESET bug fix. There is a link on the main COOP or DIE page about this problem.
I'm sorry for this late answer, but I'm on hollidays, not at home (And I use a Mac for writing this message
).