ICO is currently up, so make sure that you don't have a firewall app in the background that may be blocking the game. Also make sure you've got the game fully updated via Impulse if you just bought it.

Grab impulse, install and log in with your forum account. You can register your serial key from the box there, and update the game on the My Games tab.

This is a great game,  especially for online multiplayer PvP.  Sadly, most Sins purchasers only played it in single player.  It's nice to see a new guy who's interested in playing it online.  (You'll want to spend a couple weeks doing single player first, though, until you know the mechanics of the game, the races, the tech trees, the units, etc.)