Just a couple of hints.
Router/LAN
To know whether you're directly connected or have router/gateway:
1. Open command prompt shell.
2. (WinXP) run: ipconfig.exe
Win9x may have winipcfg.exe or something similar. Just go to C:\Windows\ or C:\WinNT\ and look around for program with similar name.
3. (WinXP) Shows:
IP Address : 192.168.1.100
Default Gateway: 192.168.1.1
4.
If you have IP Address of 192.168.*.* or 127.*.*.* you're within a LAN.
Gateway: is your router or gateway computer.
5. To access settings: open browser. Open address:
http://192.168.1.1 (or what's shown as your gateway by ipconfig).
Most routers have HTML interface. If not, there should be a program or telnet access.
Zone Alarm
When you first try to access internet with RoN, ZA will pop up a confirmation window.
NOTE: This window might be blocked by RoN Direct3D surface. RoN waits for ZA, ZA waits for your confirmation, ZA popup window is block so you can't see and can't confirm. It seems frozen but actually just waiting for user input.
To avoid this, do not click anything in RoN before you see that confirmation window.
Or better yet, manually add RoN.
1. Open ZA interface.
2. Go to "Program Control" (left tab).
3. Select "Programs" (upper right tab).
4. Click "Add" (bottom right button).
5. Add RoN.
6. Hightlight RoN (on program list).
7. Click questiom mark icon ('?'), select "Allow" (tick icon) at internet Access>Internet (also Server>Internet -- to host game).