I have the same problem too.
Here's some screens:
http://img291.imageshack.us/img291/870/arma22009070822145454.jpg
http://img291.imageshack.us/img291/5721/arma22009070822151164.jpg
Every single time I try to connect to a server it fails to connect, even when trying to connect to servers located in relatively close proximity (i.e. UK/DE/FR). I have the 1.02 patch and firewall permission for application.
---------- Post added at 11:20 PM ---------- Previous post was at 10:22 PM ----------
I fixed it by forwarding the additional port range (2302-2307). :p