Right, I have Norten (no flamewars please, I really use my router's FW lol) ok some basic troubleshooting.
Right click on the icon, then disable for 30 minutes --- See if you can connect. If so close and enable the Firewall.
Then go into Norten and manually add Halo to the "allowed programs list" and "allow access to the internet"
If I could be more specific I would, but there's so many editions of Norten and you havn't said which you have
If you can't connect with the firewall disabled, then you're a bit more Fuxxored, check game options and finally support for Halo