Help with Halo Combat Evolved for PC multiplayer issues?

When I try to play a multiplayer game, there is a mesage saying that there is an error contacting the Gamespy Master Server. It is probably the firewall, but I can't find out what's wrong.

Make sure you have your router/firewall/anti virus configured for gamespy

GameSpy Port Settings TCP PORTS to operate GameSpy, certain games may require other ports: 6667 (IRC) 80 (HTTP) 3783 (Voice Chat Port) 27900 (Master Server UDP Heartbeat) 28900 (Master Server List Request) 29900 (GP Connection Manager) 29901 (GP Search Manager) 13139 (Custom UDP Pings).

For help with configuring your router and/or firewall, please refer to the following link: http://www.gamespyarcade.com/helpers/workshop/connections.asp