Due to the lack of a plain speaking or easy to find guide on playing online games successfully via Gamespy, here's something which attempts to do just that. It also blends in a number of frequently asked questions and hopes to dispel some of the myths and common problems.
However, please note that despite everything, it's impossible to avoid mentioning all technical terms due to the lack of suitable alternatives!
This guide describes the environment for playing Worms 4: Mayhem, but also many of the points here hold good for general online play elsewhere - and the simpler explanations of the technology and terms are applicable everywhere.
If you're technically savvy and just need the information, then it's right here.
Guide to Computer Networks
Other people may wish to consult the rest of the guide, this will help familiarise yourself with computer networks and all that it involves.