List of things to check:

  • Have you activated your version of Halo 2 (PC)
  • Have you created your Xbox/Windows live account
  • Have you got an MSN/Microsoft Live account on 'hotmail' ...etc
  • Have you correctly typed your 'info'
  • Have you tried uninstalling it, then loading the disk and clicking custom install and waiting for it to install that way, and then try signing in again...etc.