I just tried it with my Desktop and Laptop, and it works "out-of-box". Granted, I used my launcher, but the configuration files are more or less identical for the actual "connecting" part, so it should work with the links in your start menu that GOG.com generates.
What happened was:
Desktop was
host, laptop was
client.
Host booted up in Setup.exe, went to Network Game, wrote the Player name (left the Socket on default), hit Launch Blood in the Network Game menu. This is where the COMMIT Device Driver went into "Looking for network players...." I also ran cmd and typed "ipconfig" to see what my local network IP address was. Should be 192.168.1.xxx (the last number is different). This is where the host waits for the client.
Client got a pop-up, saying to type in "connect <ip>", so I typed in: connect 192.168.1.xxx (whatever the host IP is). This opened Setup.exe. Then it went to Network Game, set the name (left Socket as it is), and hit Launch Blood.
The two found eachother, and a menu popped up, letting the Host start a New Game which let him set the rules (Gametype, Episode/Map, etc...). Once the Host actually started the game, both players spawned. And it worked flawlessly for me.
This is on two computers that I know actually exist on the same network, since I have filesharing turned on. You may need to set that up (the network, not the filesharing) before they can find one-another successfully. Also, be sure to check for any Firewalls and such blocking the traffic if they don't find eachother.
edit: You may also need to update your version of commit.exe (so it works with TCP) -
http://buildxp.deathmask.net/files/commit.exe Hope this helps you.