As for some noobs, they have no clue if you can start combat arms from a file that nexon purposely put there. The following are the steps :
1 . Find your Combat Arms installation folder
2 . Open the Combat Arms installation folder
3 . Find "CombatArms_Direct.exe"
4 . Open "CombatArms_Direct.exe"
5 . Stop being such a noob and press Start Game
6 . Wait for 30 seconds ( 2 minutes if your internet fails )
7 . Stop acting like you have no clue what the hell do to and if you don't follow steps 8 and 9
8 . Enter in your User ID aka your Nexon Passport
9 . Enter in your Password in the Password box
10 . Log in
11 . Have a very nice time

You just saved yourself 5 seconds ( or wasted 20 seconds if you are really slow )
12 . Thank me
13 . {For the Staff and Mods} Sticky this thread
-EDIT-
+ I purposely made these steps very specific so it is noob-friendly
++ Stop flaming and get the hell out of this thread because it's only for noobs