First, check that the game you are trying to join supports one-click join. We try and support it on every game that allows it, primarily FPS, racing, and other games that have distributed servers (as opposed to MMOs).
click 2 to continue...
Click on the friend who you want to join. You can expand the info pane to get details about the server and make sure that it's a game you want to join in on. If it is, just click the join button on the Xfire client.
click 3 to continue...
Your copy of the game will launch, and you'll automatically be connected to the server that your friend is playing on - no need to even worry about IP addresses. If the server has a password, you'll be prompted for it as the game launches.
click 4 to continue...
To be able to one click join, Xfire needs to know where your games are installed. Xfire should detect your games automatically. However, you can also manually manage your games by going to the Games tab in the client. It is found by going to Tools -> Options and then clicking "Games". You can also define custom paths to games, add advanced command line parameters, or disable Xfire In-Game for a specific title.