Find out where your steam version of Kingpin is installed.
Mostly it's in:
C:\Program Files\Steam\steamapps\common\Kingpin
But if you installed steam somewhere else it's in the Steam\steamapps\common\Kingpin folder.

You will see there a gamespy folder go there and replace the kingpingspylite.exe
with http://download.kingpin.info/index.php?dir=kingpin/patches/unofficial/gamespy/&file=gamespy_lite_kingpin.zip
and start kingpingspylite.exe
It will start GameSpy Lite for Kingpin you need to start this every time when you want to play a mutliplayer game for Kingpin so maybe make a shortcut to it.

Press the configure button or it should show the configure dialogue box when you start it for the first time.

In the Directory box you should fill in where kingpin is installed mostly it's:
For the rest fill in youre nickname you want to use and the net connection type you using.
The rest you can skip or fill in if you like when youre done you press the OK button to save the settings.

Now you ready to kill somebody on the server :)
Press the Refresh button and it will show all the Kingpin servers.
Click a server with players and you can kill some thugs :)