|I'm not really familiar with the LAN interface on that game but if it's like others, you'll have to enter the IP address of the PC hosting the game you wish to connect to.|
On the host PC, before running the game, open a command prompt window and type:
and write down the IP address. Then, start the game and once you've got that one hosting a game, connect from the other to the IP you wrote down. It should work then.