posted 02-17-99 12:22 AM ET
Fresh from the Microsoft support website, hope it helps
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To play DirectX games across a firewall, verify that all computers in the game are running DirectX 6.0, and ask your firewall administrator to configure the firewall to use the following settings:
Allow an initial outbound TCP connection on port 47624
Allow subsequent connections of inbound and outbound TCP and UDP ports 2300-2400.
Set appropriate permissions for DirectPlay (Client).
For more advanced information on this topic, including examples of MS Proxy Server 2.0 settings, firewall adminstrators should refer to the DirectX 6.0 SDK Help file under the topic "Firewall Support in DirectPlay 6.0".