I'm having the same problem!
both machines have linksys cards and a hub. it was like it was not downloading the game to the client computer. So I switched nic cards and hub to D-link. and the same thing
one machine is a intel 450 with 128 megs of ram Windows Me. the second machine is a k6-2 400 with 128 megs of ram win98 Se
I can ping both computers and copy files with out any problems, will attempt to play an internet game tonight.