Once you have found the server you want, just double-click the server name or press the Join button. Since KF2 doesn't play nice if there's high lag, I recommend sorting the servers by Ping, the very last option with the three bars on the list screen.

There are hundreds of KF2 servers up now, so you have plenty of choices, and the filters seem to be working now too. for credit towards achievements and gaining perk levels). It all depends on what you're looking for! Right now, the options are rather simple - even more so if you want them to be whitelisted (i.e.