The 'logged in on another computer' message is a default message that is displayed anytime you exit...don't worry about it.

Surprisingly...there isn't any fix for this, and this is yet another reason why Gamespy has to be the WORST multiplayer hosting server EVER!

This occurs on my computer more often than I would like, and, the only thing you can do is to keep trying to log in. Eventually, (and it can take a while) you should get on.

If you happen to know the IP address of the session you want to join, you could connect directly and bypass Gamespy.