It will probably be your firewall popping up with a message in the background saying "do you want to let the program far cray access the internet". All you need to do is go to your firewall program to the "program control" list and add far cry to it and allow it access to the internet.
Lots of my games freeze first time i try and play online and its usually zone alarm asking for permission - unfortunately you cant minimise the game in many cases and you have to restart your pc and check the firewall options.