1. what game are you trying to play?
2. is the person oyu want to play someone who will be in the same room as you?
3. or do you generally want to play strangers online?
4. what version of windows will be on the machine(s) concerend?
5. and what are the specification of the machines?
In general if you are playing a game against a freind in the same room, join the same network, normally though a router and do a network game.
you may have to disable your firewall or unblock the game by hitting alt + esc when you have set up a network game.