Patience people...patience. I got yer PM's.
Anyway I hunted out and installed an old version of ZoneAlarm (never heard of Avira, so I'll avoid testing that), to keep things as close as possible. I tested TMSX, TMUF, and TMNF.
As usual I'll explain this a little bit in detail so those who are here, and those who come after, will hopefully be able to follow and understand the correct process.
Step 1: Run the game Launcher, and press the "Configure" button.
Step 2: Disable "Fullscreen" so the game runs in Windowed mode.
This is not vital, but some systems and graphics drivers may have problems switching screen modes to show pop ups that appear behind a full screen game display (and the mouse pointer can often get lost, or flicker in and out of view in fullscreen mode too) that has main application focus.
By running in a Window you can always see the desktop and look for any pop ups that your own systems may generate. So it's good for problem solving generally to run in a Window until you're all set up and working, then you can run in fullscreen mode if you prefer.
Step 3 :
Danger Will Robinson! Danger!!!!
I tested TM Sunrise Extreme, TM Nations Forever, and Trackmania United Forever, and the Task Manager (which is accessed by pressing CTRL+ALT+Delete all at once) showed memory usage was 7,700K, 8,400K, and 10,700K......not 5,000K (5meg).
It does flicker up and down by a few kilobytes as the Launcher loses primary focus to the Task Manager, but not a great deal. So unless the Steam version of the TM Launcher is an unduly small Memory load, you've got an oddity right there with just a 5meg memory loading. You'd need to confirm your game zip size, and more details such as where you downloaded from as well I'd expect, and also try Downloading TMNF from another alternative site (hundreds can appear if you search the interweb) such as ;
http://www.gamershell.com/search/?q=trackmania
Step 4 : Press "Play" on the game launcher. This is where most have problems. At this point as TM is an online game it tries to access the internet. But because we are all on the scary interweeble we have firewalls, chains, locks, armed security guards, rabid dogs, and so on to prevent infections and buffoons....er....hackers. In this case the ZoneAlarm firewall should pop up and ask for user input to allow TM a connection.
Again there are millions of possible combinations of users/software/hardware choices in the world, so it's always possible that users don't know how their firewall works, or even if it pops up questions, or just sits quietly blocking everything in sight just for the fun of it all.
As you've just run TM here, and it's TM trying to access the Internet now, it's safe, so you should "Remember the setting", and "Allow". It should not have to ask again after you do this.
TM will itself have popped open a message box telling you it's trying to access the wild and nasty world of the internet too, and until you allow it through your own Firewall, the "OK" option is completely greyed out, and you cannot go any further.
Step 5 : Now you've allowed the Launcher and port2350 access to the internet and the game to act as a server, the TM message box "OK" button becomes live, and you can now press it. If you're watching the Task Manager's memory usage which won't really have moved up until now, it'll really start flying up toward 90ish meg and beyond, the game is now running....hopefully.
Step 6 : And here is the infamous point where thousands stick as their Firewall is an unknown to them, it certainly won't allow them to go any further.....Ladies and Gentleparps...the dreaded "Please Wait" screen.
This should only last 10 or so seconds but if you can count the minutes, you'll more than likely have to open up your own security/firewall options, and get on the internet and search for help on how to use you own security software and firewall properly, because you're going nowhere fast, until you do! For those who have decided to not run in windowed mode, and if their PC has difficulty switching screen modes, they can now become completely stuck with their PC's seemingly frozen as they cannot switch to their desktop to get to any pop ups or message boxes...pay heed, run in Windowed mode!
Until TM can get a working connection and get past this "Please wait" screen, this might be all you'll might ever see. In a proper functioning PC/software setup, even without a connection this screen should time out after 30 or so seconds and realise you're not connected and offer you the option to play offline, but there are some PC's that seemingly get stuck in an infinite loop of "try then deny", and never get past the "Please wait".
Step 7 : Now the game connects to the Nadeo server to verify your username and account (first time users will have to create one of their own before this stage) logins etc. Again this takes a few blinks of the eye....not minutes.
Step 8 : The game now verifies it's own files and scans you car garage. If you have hundreds of car zips in there...and a slow laptop style hard drive from 10 years ago this can be a slow process and take a couple of minutes. Otherwise it whooshes by in fractions of a second.
Step 9 : Oh so near...you should get flexing those fingers and warming up, you're connected and can see the first screen!

If you have one of those pesky brain things (can i borrow it?), you'll press the "Play Online" option now, and then join a server (thousands to choose from around the globe, and some even in your own country I'd expect!)
Try your own location first as most there will be able to speak to you....press space key, then type in the chat cursor, and press return to send. Simple.
Good luck all ye who follow.
