Now, in the quantum moment before the closure, when all become one. One moment left. One point of space and time. I know who you are. You are destiny.
Go to the control panel and put Halo and the Gamespy Lobby on the exceptions list for your firewall. I don't know if there's an exception list on XP, that is, if you're on XP, because I used Longhorn since 2005, but it should be simple to find it in your control panel on Vista.