From the Main Menu, hit 'Multiplayer', then at the right there is the option for 'Online play'.Gamespy doesn't have any viruses or spyware, so you'll be OK.
Also, if you've an overbearing firewall, you may wish to disable it. You will use the 'Preferred Nickname', Password and e-mail address to log into online play in M2TW, so if anything else don't forget these 3 things. Oh, and installing GamespyArcade is a waste of time- the game works perfectly well online without it. DO NOT USE CAPS LOCK FOR THIS! This thread explains that there's a gamespy bug. That means typing letters in capitals, and putting in '0' not 'o', or 'O'. When it asks for this, you must make sure that you enter the code found at the bottom of the back of the manual you get with M2TW exactly.
Easy, you might think but this is where many people go wrong at a certain hurdle- the insert CD-Key section. It seems simple to log in, but for some it can be a nightmare to get working. This is the classic TW multi experience of playing pitched battles against other players. Not sure how to get it working? Try this handy guide, based on your fellow forumer's experiences.