Firstly, no that is not possible. And secondly, gamespy sucks alot and I think they turned it into a trial offer one instead of one with just adds. I'm not really sure but it has gotten pretty bad.
For online play, download
xbconnect. It is far better. And only games that allow system link play are supported (to the left on the site are supported games). To do it, you basically need a a router with both the PC your using and your xbox hooked up to it.