I purchased a digital copy of CO from Amazon about a year ago but I have the same exact problem as mbamg. I have followed the suggestions in this thread but to no avail. One thing worth noting is that even if I install only Arma 2 (without OA), I still have the same problem and cannot join most BattlEye servers.
Thanks a lot for the support you've provided so far Günter. Is there anything else I could try? It would be really nice to play on vanilla Arma 2 servers on occasion.