If you are installing the game from a disk it's probably getting installed into your Program Files folder. Starting with Windows 7 programs are no longer able to write / save data to the Program Files folder and everything that is saved is actually saved to a location like: C:\Users\<username>AppData\Local\VirtualStore\Prog ram Files(x86)\NovaLogic\Delta Force 2
I suggest re-installing the game to a location outside of the program files folder and trying again. Nearly every DF2 player online now days is running a copy of the game from here:
https://novahq.net/files.php?ID=581 Even though it's "EVO mod" it does not change the original items or UI at all.
It has online patches pre-applied for hosting and playing and all you need to do is extract the contents and click df2.exe to play / host online.