LAN Hubby Problem for Command and Conquer Red Alert 2

Hey everyone. I just dug up C&CRA2 from my progs, and my brother and I wanna have a lan. In simplest form, when I click "Network" It withdraws the bars like usual but puts the main screen back, with "Network" on it.

I'm not really good at all the advanced stuff, so if someone could solve my problem with some simple steps it would be greatly appreciated.

Thanks
 
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