Gamespy players may have noticed that a regular room cannot be seen by a player if the player signs on after that room was created.
However, rooms with passwords on them show up right when you enter the lobby. I don't know why, but it works.
I strongly encourage any hosts to put a password on their rooms. Not as a measure to keep people out of games, but to make it more convenient: this way, the room doesn't have to be remade repeatedly if someone drops out, and any players who wander in to the lobby could join in fast and easy.
Heck, the password should be visible in the room description: "Hey the pw is sfcrulz!"