Internet and Lan.
I believe all you have to do is click on Host a network game, enter a title or name of game at top and then press host at bottom. You have to of course give all players joining the game your IP address, which you can find out by clicking the "Show IP address button" This works well if you are on IM with your buddies and want to message them your IP. Chonaman and I did a few games many months ago when the Gamespy servers were acting up.
Hope that helps.
Get these dam Imp noobs out of my Game!
Empires Scenarios The Greenhill Project v1&2
Empires Nick: Random_Civ_Here
[This message has been edited by RTEHistDesign (edited 04-28-2006 @ 11:55 PM).]