Hello,
i've found a solution to this problem, which also occurs in many older Games using DirectPlay: Seven Kingdoms 2, Age of Empires 2, Total Annihilation, to name a few.
Solution:
Create a directory C:\windows\'system.
Copy the files dpwsockx.dll and dpmodemx.dll from c:\windows\sysWoW64 to c:\windows\system.
Explanation:
Since DirectX 9, DirectPlay is deprecated. On 64-bit systems, older games use the files in the 32-bit emulation layer, located in c:\windows\sysWoW64 (sounds strange, the name means "Windows(32) emulation on Windows(64)"). The problem: these games (or, I presume, the old directplayx.dll in this directory) assumed all windows files to be in c:\windows\system. Since the files above cannot be found, no net connection is possible. Copying the files to the location assumed by the game fixes this issue.