If this is the first Counter-Strike (1.6) it will not be able to connect as is. The reason for that is that Valve, the guys running the servers and keeping the game up to date, decided to move all their servers onto steam which is a different connection system. You'll need to download Steam from here --> http://store.steampowered.com/about/
<-- then once installed you need an account and finally once in steam you'll find the games menu button, click it then click on activate a product on steam. Your game will then have a couple updates and all you'll need to do is start the game. You'll find that the new(ish) server system is much clearer then the old one.