It is a very old issue with GameSpy. What it is, is GameSpy being picky with either your connection or your login so it doesn't connect you to IT. But, if you have servers in your history, or favorites, you can connect to those usually with out fuss, just not Gamespy. This was far more prevent an issue back when the Master Server was up, because it would prevent you from searching the server lists, chats, or any activity such as that. Now and again, it is still an issue because GameSpy is running as always, regardless of the masterserver. So now and again, it will give you the "try another nick" message. You can fix it by logging out and reconnecting. But, since we no longer have server lists, it really doesn't matter. You can still connect to POTM or whatever other server you like in your favorites/history without hassle.
Does this make sense?