I am personally unfamiliar with how GoG handles CD-keys but from what I've read, the keys you are furnished with the original GoG installation need to be replaced by others to play on-line. You need to request those keys from GoG. I also recommend perusing their forums for discussions pertaining to on-line problems.
As far as the Gamespy connection goes, generally speaking, you need to wait a certain amount of time before your accouint can be reset. Not sure if this applies to your particular situation, though.
Just out of curiosity, have you tried to connect/play on any PW that requires only the vanilla version of NWN?