Yeah it's generally better to stay in the same channel as djray2k mentioned. Lobby servers are there to list existing servers. So if you have player-hosted servers, you would register them with some centralized lobby server.
So for example in Age of Wonders 3, when you click on "Internet", you effectively end up in a lobby server that lists all the registered game servers. When you join one of the servers, you connect to the game and join a specific channel. If the game hasn't started yet, it would be the "staging", or whatever you'd want to call it -- where all the map settings are chosen. If the game progressed to player selection, that would be either another scene or just some saved RFC function that would cause new players to open the appropriate window. Once the game begins, TNManager.LoadLevel the appropriate level, and new players that join will be automatically taken straight into the game.
Of course if you don't want this behaviour, you can always lock the channel.