I've been trying to get Worms United multiplayer working while supporting saving custom teams/etc. There is very little information on how to do this, but I finally figured it out and thought I'd share.

For the GOG release, locate the files dosboxWORMS_client.conf and dosboxWORMS_server.conf where you installed Worms and change the below line:

SET NETINFO=1

to the following:

SET NETINFO=-Cc:\worms.cfg 1

Both parties should have matching configurations and you don't need to use your single player config file if you don't want to (you could copy it to networms.cfg, or the like and adjusted the NETINFO line to match)