Fight Club is not a sexist movie at all in regards to women. In a backwards way, (as everything is in Fight Club) it really actually holds them in high regard.
If you read the author's biography on the special edition DVD, there is a quote that stands out;
'Men are failing at school, work, and families. In theory because the modern knowledge and skill-orientated world is largely testosterone-intolerant.'
'While man's strength and aggression were useful in establishing the modern world, they're an impediment to it's smooth day-to-day operation, a task better suited to the instincts of females.'
We cannot rely on what the narrator himself is saying. He gives a description of his world as he slowly goes insane. In fact many of the notions he puts forward in theory and practice are hypocritical. (For example; the whole anti-establishment agenda, and then blackmailing his boss for a year's worth of salary, a computer, etc - that's a major one) Therefore, his answers to the problems he is facing aren't really to be taken aboard as the message of the actual film. What the film is saying,(amongst many other things..)is this kind of behaviour is pretty fucking stupid.
Also it's not hard to notice in the movie, while The Narrator rejects and abuses Marla, he is consistently unhappy. He fills his life with material possessions; he loses everything, and goes a little off his rocker. At the end when he finally embraces Marla Singer and they hold hands as the buildings crash down before them, he finally seems fulfilled.
Yes, the men in the film are sexist, mysoginist assholes. But there in lies the point of it - fault is placed squarely on the shoulders of the men in the film for treating women this way. (The film's message, however, is far more complex than who's to blame).