somebody told me that one of the files in the patch v 1.3.3 are corrupt or something.
the way to fix this is to go to your windows dricetory c:\windowssystem , and copy the file Dplayx.dll to your axis and allies folder.
this should replace the corrupt file with a new one that works , ever since i did this i can play the game at gamespy , i suppose the same would apply to the Zone.
Axis are generally considered to be at a disadvantage playing under the standard rules. If you want to make it even, play Russia no first turn attack and its very very even on who wins.