If you currenty found yourself in a challenge lobby in Modern Warfare 2 just by joinning a TDM, S&D, or any mode now really. Please reconsider just backing out.. Just because the Host/Admin hosts it on the spot doesn't mean he'll give you permission to access the Mod Menu. I have heard just recently that people been getting Rank demoted, Error-glitched, and other types of crap. If you go awry with mods your system lock up and prevent you from playing online in MW2. This is a fact, i'm proof.
If this ever happens to you and you freeze at start up(or anywhere), you just erase your 'Saved Data' in Game Utility Data,and redownload the last MW2 update( which is 1.11)
You can also have fun with a few Mods, and then refollow the steps to unmodding. Enjoy