The main problem I find when I game online isn't sexist comments, but people not giving their all against me. If I'm in a game (let's say Guild Wars for the moment) where I'd rather be playing with real companions than bots I enjoy chatting about more or less anything, but I don't want my gender brought into it. Too many times I've had people offer to help me out 'cause "Y'know, you're a girl, and you're new to this."
Now, whilst I've no problem receiving help if the reason is that I actually am new to a game, the idea that it'd be offered because of my gender is just irritating and, in some cases, creepy frankly. The leering 'compliments' are not endearing, they're distracting, and not in the sexy way. To be honest, I'd rather you just left me alone if all we can find to talk about is the fact that my crotch isn't the same as yours.