I'm guessing you're trying to join your own server which is running on the same pc. In this case then you'd need to run the standalone dedicated server from Soldat. Like chrisbgk adviced, install it somewhere outside your Soldat folder. If you've got it up and running you can open your soldat game and use the ip 127.0.0.1 and the corresponding port.
This should allow you to play on your own server.
And if that's not what you meant I can only advice to use the standalone dedicated server when you want to host a game. it's faster, more stable and it can run among your Soldat game.
Grtz, DePhille