If you're into playing games online, with people you know, the best way to do it is through a VPN such as Hamachi. It took me only a few minutes to download and install Hamachi. After that, I created a network and a password and created a little VPN consisting of myself and a few other (trusted) people.
Hamachi simulates a physical LAN very closely, so every game I tried worked on the LAN setting very reliably: Red Alert 3, Counter Strike Source, and many more.