OK Waerhy, those settings look perfect. What about the other questions I listed earlier?

Also, just to be absolutely sure, from the PC that is connected wirelessly, please can you:
- Go to Start, Run, and type in cmd.
- From the command window, type ping 192.168.0.2 to make sure you get a reply.

From the other PC:
- Go to Start, Run, and type in cmd.
- From the command window, type ping 192.168.0.4 to make sure you get a reply.

Cossacks isn't my type of game, but most games usually allow you to look for a custom server, and you can enter the server name and IP address in manually. Can you try this?