Can't get Civilization IV to connect to the lobby?

Hey guys. I just bought Civilization IV the other day and for some reason I can't connect to the ingame lobby. I have the game able to go through my firewall and everything. Whenever I type in my Gamespy Username and Password it acts like it's going to connect and then it just stops. Any reason why this is happening? I did buy the no DRM Restrictions copy if that's the reason. But I don't see why it would be.
 
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