Zandronum

Saying

Are you using Zandronum's built-in browser? That hasn't worked in a long time. Zandronum comes bundled with Doomseeker, which does a great job. It looks to see if you have the same wads as the server, and finds and installs them if you don't, and then it loads them and connects you to the server. You do need to set it up first, telling it where your wads are and where to put wads it installs for you.