download and install went fine. connecting to server and updating no problems.
But when i try to play vendetta won't connect to the server. pinged the server all fine.

captured the network traffic, and there seems to be a problem connecting the server via icmp.
error: Destination unreachable (204.29.203.105:32814)

could be a firewall problem (bzflag works but get the same ICMP error).

Help would be great.

Yes, sounds most likely like a firewall problem; what sort of firewall do you have?

The server is at udp/21141 on majikthise.guildsoftware.com; you need to be able to send to that and receive on whatever port you sent from.

I'm on Red Hat 9 which uses iptables. I'm a bit of a linux noob, so don't know how to edit /etc/sysconfig/iptables (not how but what ;) ). The graphical frontends provided have only basic configuration options.
And I don't want to open my system just to play vendetta. A rule allowing only vendetta to communicate on special ports would be good.

How to accomplish that?

A good, basic filter with no incoming services and logging of inbound connection attempts looks like this:

IP="(your IP)"
# to autodetect, you can also use IP=`ifconfig | grep inet | grep -v 127 | awk '{print $2}' | cut -f2 d: | cut -f1 -d" "`
IPTABLES="/sbin/iptables"

# Permit and rate-limit inbound ICMP
$IPTABLES -A INPUT -i eth0 -s 0/0 -d $IP -p icmp -j ACCEPT -m limit --limit 5/second
# Permit stateful outbound connections
$IPTABLES -A INPUT -i eth0 -s 0/0 -d $IP -j ACCEPT -m state --state ESTABLISHED
# Inbound block catchall
$IPTABLES -A INPUT -i eth0 -s 0/0 -d $IP -j LOG --log-level warn

That should be secure and enough for any online service (such as Vendetta) to work. It only accepts packets on connections you've initiated yourself.

It sounds like you may have something like this, but the stateful outbound connections rule only applies to TCP and not UDP. This applies to both.