Here was my problem. Every time I started my PC version of Test Drive Unlimited, I was greeted by this super friendly and very informative error message:

Skimming through the readme file, it was apparent that I needed to open some ports on my router. Yes, for an outgoing connection to the server, I needed to forward ports on my router. Finding this a little odd, I just went ahead and set my PC's IP address as the default DMZ server on my network. Guess what? Nothing. Not a sausage. Nill. Non. Sod All.

As a last resort, I disabled the windows live one care firewall. And guess what happened? Well, nothing. Again.

So, as it stands I'm only able to play the game in single player (when it decides it can't be arsed to connect to its "server"), which sucks, as I have to start my whole game again. Great job, thanks Atari.

Update (25/01/08@18:15):

I've just manged to get on. Server downtime? I'd like to believe that, but this isn't the first time I've had trouble with connecting to the servers on the game. Damn you Atari!