I have exactly the same problem. I use GSarcade ,everything works until the game tries to connect to host, then loading stops and desktop appears without an error message. I have tried LAN games, but the game can´t "smell" them, nor host. I cant upgrade UI at the moment, so any other solutions would do better.
Specs:
Duron 800
W95b
Via Apollo
Prosavage 4
ISDN 128
256mb
And another thing; how do you close and open ports if you don't own any firewall program?