In order to fix the connection issue, go to Start > Control Panel > System and Security > Windows Firewall > Allow a program through Windows Firewall and check the box next to Call Of Duty - World At War. If you can't find the game in the Allowed programs and features window, press the Allow another program button, navigate to the installation directory, select the executable file and press Add.
After that, from the Advanced Settings select Inbound Rules > New Rule. Check the Port box, click Next, select All local Ports and follow the self-explained steps. Also, make sure that your security program doesn't block the connection.
If the problem is not solved, go to Start > Control Panel > Network and Internet > Network and Sharing Center and click Disable from Local Area Connection. After that, reboot your PC and navigate to Control Panel > Network and Internet > Network Connections, right-click on the Local Area Connection and select Enable. If you still have issue, uninstall the game and reinstall it.