Hans, all this is very similar to my previous issues with GTL on Steam. I eventually resolved it by going back to using my old On-Line key from the original DVD version of the game.
Do you still have your old DVD version, I think you have been playing GTL from before the Steam version was released?
If so, you could try deleting your old key from the registry (as Rupe said), reboot the PC, create a new GTL User Profile, launch multiplayer, register a new multiplayer name, but this time use that old Code (from your DVD).
I feel your pain Hans, it drove me almost insane.
Failing that, I think Yves found a way around a similar problem with his Steam ver. Maybe you can ask him for help.