Directconnect is not a server, its a interface when hosted games are listed. You can host here, and site will list your address for a short period of time,
meanwhile a WA game is also create. The other just have to doubleclick on your host.
If you have any trouble, open your Worms Armageddon game, go to "options" and click on the "Register associations":
When you host, a browser will ask you a confirmation after hosting/going to a host, you have to accept that.
