Everybody should download this Pbsetup.exe / Sometimes Punkbuster can cause a crash to desktop.
Just download this exe in a folder named "Punkbuster" (for example....) and click on the exe.
Follow the instructions.
And sometimes when I try to connect to our server the following message is in my screen:
'You have been lost your connection to the server' (or something like that)
I think many others have the same problem, i read in other forums about the same problem.
Even i got this

This new pnkbstra.exe is a result of Windows Vista, it is a modification for Punkbuster to work properly with Win Vista.
Even on Windows XP

@ hintakaari
maybe you have a extra Firewall running wich blocks the
pnkbstra.exe and the
pnkbstrb.exe