Just posting to say I have the same issue. The crashing to desktop that is, not the gamespy causing reboots. It does however occasionally work in windowed mode, but will all ways crash in full screen. The game just seems to run over all better in windowed mode which is really wierd.
And yeah, filtering would be nice. I don't need to see 10000000 locked games which is probally why gamespy is crashing civ4.