[Animayhem]

C:\NeverwinterNights\NWN\nwmain.exe +connect 65.101.102.74:5121

Basically, putting: +connect 65.101.102.74:5121
Into a shortcut on your desktop (Or anywhere really) will severely cut down on the time it takes to get into Thay :)

That's picking a short-cut (Right click and you'll see where it's targeted), directing it to nwnmain.exe (If it's not already) and adding the +connect and IP.

EDIT:
If the server shuts down in any way while playing though such a shortcut, the game process will be terminated, in other words: The game will shut down.

This works very well. However once you exit you exit out totally of Gamespy so if you wish to go to anther pw you have to log in via gamespy.