All the various FAQ's I've read on networked games in RA2/Yuri's Revenge have been WRONG. For XP there are a few key things that MUST be done in order to play a LAN game of RA2/Yuri's Revenge:
a) all computers in the LAN game must have NWLink IPX/SPX NetBIOS compatible Transport Protocol installed
NWLINK NetBIOS must be disabled
c) The following is, I think, the key point: all computers in the LAN game must have completely UNIQUE network numbers specified in the NWLINK IPX/SPX NetBIOS compatible Transport Protocol properties. NOTE: this is NOT the internal network number which may be anything (but I recommend a non-zero value [say 00000001]). These network numbers, along with the MAC addresses are necessary to establish a unique node in IPX/SPX. For an 8 computer LAN game you might use the following network numbers: 00000001, 00000010, 00000011, 00000100, 00000101, 00000110, 00000111, 00001000. Although this goes against common sense this is the only way I got a LAN game going. This is probably because no one is running a Netware server to give each computer a unique, 4-byte
Network ID.
d) In the properties of NWLINK IPX/SPX NetBIOS compatible Transport Protocol The ethernet frame type should not be set to auto but to one of the established frame types (i.e. ethernet IIi, 802.3, 802.2, ethernet SNAP). I recommend 802.3 or ethernet II frame type. All computers in the LAN game HAVE to be set to this type of frame type.
e) In Yuri's Revenge/RA2, under options, Network, the Network card setting MUST match the network number chosen in c and the MAC address of the network adapter.
f) This last step might be irrelevant but in Yuri's Revenge/RA2, under options, Network, the destination network should be set to 00.00.00.01 for all computers in the LAN game.
g) it worked for me, hopefully it'll work for you
Here's a good link for IPX/SPX issues: http://ckp.made-it.com/ipxspx.html
Supposedly IPX/SPX is a faster network protocol than TCP/IP.