The same thing happens to me, it's because of your connection which could be slow, or it could be that the server you tried to join is already full by the time u join the server, OR, it could be you join the wrong server( as in the version of the game) there are two versions, version 1.0 and 1.1
What kind of connection do you have. Cable? Dial-up? Network? Do you have a router or firewall? Did you upgrade to patch 1.1 ?
We need more info to help.
Í guess the maine reson to this problem is lika a lot other players. Its beqause of this new patch 1.1
And teh biggest problem is that this patch havent been relesed to EURO-version of MoH:AA yet. Beqause of things that didnt work as planned but it will be out soon and i mean werry soon.
So dont worry. If yournt an US guy just play on EURO servers until this new patch. But if you are a US player then you can get this new patch here at MoH Center - Download page