I started a dedicated server and can't connect to it
This only applies if you are running the server on the same PC as you are running the client game.

First - I HIGHLY RECOMMEND AGAINST RUNNING A SERVER AND CLIENT ON THE SAME PC . Halo is very CPU intensive running two process of it - the dedicated server AND the client will cause warping and lag for everyone that is playing. You are better off just starting a user hosted game. If you want to run a dedicated server run it on it's own PC with nothing else.

However, if you insist on running both. You will need to start the dedicated server on a different port. The Halo CE Game Client uses ports 2302 for Server port, and port 2303 for Client port. If you try to run the dedicated server with default settings AND the Client game (with default settings) then the Server ports will conflict. I recommend telling the dedicated server to use port 2312, but any will do. You tell the dedicated server which port to use on the command line with the directive -port 2312.

Then to connect to your server with the client enter the IP:port of your PC.