Please read Installing the game tutorial.
You are running a different version of HD2 then the server's host. Make sure you have the latest version 1.12 running.
You have not installed the HD2 Add-On Sabre Squadron, therefore you cannot join any co-operative gamestyle servers. Install the Add-On and you're fine.
Somebody is using the same CD-key as you. You can wait until the player leaves server or change your key. Therefore use appropriate tools like key changer, key generato, etc. (via ).
If you have no more lives and you cannot click one of the spawn points on the map, then press ~ key (default console key, you probably need to define it in your HD2 keyboard settings) and then press ESC key. Make sure you have already clicked on one of the available spawn points on the map.
You don't have the mission files installed which do run on server. You either need to download and unpack latest CMP (Coop Map Package) or find and install the missing mission separately.
Run HD2 setup (setup.exe, in your HD2 main directory) and turn "vertical synchronization" on.
This can have several reasons. Please read the Create Server tutorial carefully first.
Have your forwarded the server ports you are using?
Does your firewall blocks any HD2 programs?
In case you chose the Qtracker solution, visit Qtracker HD2 server list. If your server's IP is listed others can actually see and join your server. Please be aware that it can take some minutes until your server gets listed there.
Make sure your game is patched to version 1.12. Gamespy is no longer supporting HD2 as a result server-search is not working anymore. However the community came up with some ways around, therefore please read Play Online tutorial for complete instructions.
You need to pick a higher resolution of your game from Setup.exe. If this doesn't work, you will have to use the scaling option in your video card settings to have HD2 full screened.
However this might distort the screen.
If you haven't done it already, click "More details" at the bottom left.
Click the ">" next to the HD2 process.
Right click the expanded process and select Maximize.
Run dgVodooCpl. Under Appereance, select window mode and choose "stretched keep Aspect ratio"