You'll want to use the paintball2 client to play on paintball servers (game dir is "pball"). You can make gamespy point to paintball2.exe or you can use the serverbrowser.exe in your paintball2 directory to find servers. Paintball2 also has an in-game browser.
If you're playing some other mod (not pball), I'm not sure what the problem is. Perhaps it has its own standalone client, too, that you need to download. What are you trying to play, exactly?