Ok. I've just checked it once more (just for you) to be sure. :)
host: windows Vista 32 and 64 (two tests on two machines)
client: Windows XP 32 (on netbook)
First of all you should check that Capitalism 2 isn't being blocked by a firewall, Windows Defender, anti-virus or any other blocking software on both computers.
Than on host machine run the game. Choose Multi-player game. Choose TCP/IP connection. Hit the "Create" button. On the screen where you should enter your company details you should have a black panel (upper left corner of the screen) showing all players.
Now on the client machine you should run the game, choose multi-player game, choose TCP/IP connection. Hit the "Join" button. enter the IP address of the host machine. Choose the other player name. And now you should be in the screen where you should enter company details.
After entering the details both players should hit the "Ready" button and than the host should hit the "Start" button. when the game loads on both machines the game starts. :)
I hope that it helps. :) In case of any other questions please contact our tech-support.