I just got JA and installed it, it worked fine singleplayer but multiplayer it gave me an error:
"VM_Create On Cgame failed"
This happened when I tried to create online, a solo and join games.
I didn't try multiplayer until I patched the game and I have SP2 if it matters.
I don't know what's causing this problem, but you should try updating all your drivers, it always helps. Also, are you running a firewall ? it might be preventing you from connecting to servers.
If it doesn't work, I suggest you uninstall the game and reinstall it.