HLSW is a program that allows you to join a server with practically a single click, without having to open the game. The program will start the game that matches the server (if you have set HLSW to find it on your hard drive) and makes it connect to the server directly. You can also set other things for the server, such as that it should also start Cheating Death when Counter-Strike is started, or something similar. If you're clever enough to bind exit to some button in the game, you don't have to do much to change the game or the server.
The program is available from here. If you don't like the login window at the beginning, you can also turn it off by unchecking the box
Automatic login at startup in the start window:
The Linux alternative is called XQF and should be available via package management. However, the program is not half as extensive as HLSW, especially when it comes to supported games.