if it does it EVERY time you open the game, then i had the same problem when i hooked up my router so that i could play with my wife at the same time. i think it has to do with host resolution, but not sure.
if you're using Windows XP, try this out, it's what fixed both of ours.
-browse to C:\WINDOWS\system32\drivers\etc
-open up the file named 'hosts' in notepad (it has no extension)
-add a new line on the end of the file that says this:
Quote:
222.111.150.111 gwgt1.joymax.com
-save it, close it, and try running the game. hopefully it works like a charm
^_^