Have you updated your game to the 1.04 patch? If not, you can find the patch here. (
http://jediknight2.filefront.com/file/Jedi_Knight_2_Patch_104;3825)
What exactly does the error message say? One common error is the "CL_ParsePacketentities error" or "CL_ParseServer," or something to that extent. If you get such a message, it either means one of two things:
1. You own an illicit copy of the game. Either someone burned a copy for you or you downloaded a warez version from the internet. Just buy a legit copy of the game and things should turn out fine; the game's selling for pretty cheap last time I checked.
2. There's a conflict between the game and your computer. It could be the video card, but I'm not sure. I'm not very knowledgeable about this sort of thing.
If it's some other kind of error, tell us. Someone will most likely be more than willing to help you out.