Windows XP SP2 comes with a "firewall" built-in. A firewall is a piece of hardware or software which isolates your computer in some way from the Internet. Some firewalls keep traffic from coming in or going out, but the firewall in XPSP2 simply blocks incoming connection requests. The only problem is that to play dominoes on the network, you have to allow in some connection requests. This page describes how to set up Windows Firewall so that connection requests from the dominoes games are allowed, while others are blocked. Note that if you have a switch/router, you don't need Windows Firewall at all, and can turn it off. If you have a switch/router, you need instead to configure it to work with the games.
Start the Win42 game. Click Options, Begin network game, as a host. If Windows Firewall is turned on, it will detect that the game is listening for connections, and display this alert. Simply click the Unblock button and you're done!
Now go back and start a table as a host, then in the Lobby view when you see your table, hit the Test button. If it tells you that it was successful, it's all working and you can host a game.