Doing it that way just loads the game locally.
The easiest way to avoid having to connect to the server each time manually is to create a desktop shorcut for each game that you're in.
Here's an example of the target:
"C:\Program Files\dominions2\dom2.exe" --tcpclient --ipadr benatar.snurgle.org --port 2001 -m -nointro --clickvol 0
It should be pretty apparent what you'd need to edit to make it work for you. If not, ask
