I'm having the same problem. The website won't load at all. However, I do have a direct way to start Combat Arms. Right-click Combat Arms, then select properties. The "Target" will be automatically selected, and change "C:\Nexon\Combat Arms\CombatArms.exe" to "C:\Nexon\Combat Arms\CombatArms_Direct.exe"
This will start it directly, but when starting it, it still says :Failed to connect to server, or something of that sort. I also have Vista..