I have no problems on FS9 but when i was on FS2002 i could never get it to work (remember the first warbirds show anyone?). Whatever i did (ports, etc) it would never work... so I upgraded! :)
I missed the "FS 2002" part...

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Thinking back to FS 2002 times (long ago), one of the Players had to set up as "Host", and pass his IP Address to other Players, via Instant Message beforehand, for Multiplayer to work reasonably reliably!...

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FS 2004 works faultlessly...

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F...G-BPLF... 8-)...!
Win 8.1 64-bit. DX11. Advent Tower. Intel i7-3770 3.9 GHz 8-core. 8 GB System RAM. AMD Radeon HD 7700 1GB RAM. DVD ROM. 2 Terra Byte SATA Hard Drive. Philips 17" LCD Monitor. Saitek Cyborg X Fly-5 Joystick. ...and a Briggs and Stratton Petrol Lawn Mower.