Doordie,
Here is the thing about Gamespy and NWN. NWN uses it for multiplay hosting and hookups, nomatter what you do. With Bauldurs Gate, Bauldurs Gate 2 and Icewind Dale, you could connect to other computers (acting as servers) by choosing JOIN and entering the IP.
However, if you choose multiplayer and JOIN in NWN, it automatically goes to the Gamespy site. You can still direct connect, but the connection is still rounted through Gamespy. I'm not sure if I like it or not. But if the server PC doesn't password protect the game, you'll get any bozo joining, and believe me, some people are bozo's. Sometimes they'll just get board and attack your party.
Anyway, with direct connect, you still enter the IP address of the server, and then join the game. It works pretty well. Cheerio.