Please read this, and try to provide us as much of the things there as you can.
http://dota.eurobattle.net/la/forum/index.php?topic=122370.msg536580#msg536580My first tip if you get kicked immediately, it's most likely map version problem. Please make sure you have the latest dota map (6.80c) from here:
http://www.getdota.com/And also make sure it is in the correct directory (maps\download\), with the correct mapname (DotA v6.80c.w3x).
If the bot kicks you some seconds later after join, than it will be some installation/gproxy problem i think, and we need those informations that i mentioned at the start of my post, to help you.
WiKi
How To
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