Maybe a problem with the network card? Can you connect to another PC via LAN and access its files?
There was a discussion recently in Ask Conitec whether the Gamestudio network is reliable or not, and Conitec said it is reliable. As far as I can tell this is true for the multiplayer sample. But you could post your problem as a bug report. If it's a problem with the multiplayer functions they should be able to tell you whats wrong, or fix it.