Donovan, the router will be the cause of the problem (I used to have the same issue), I don't use The Zone, but I do host private sessions with friends using FSHost (available here, and wicked).
What you need to do is fire up FS2k2, then setup your flight, get the aircraft on the ramp with the engine turning. Then press ALT and an options bar will appear at the top of the screen.
From there just find FLIGHTS (top left) the MULTIPLAYER option and CONNECT.
Then enter the IP addr. and JOIN. All should be well. However if you want to change locations or aircraft you'll have to restart FS2k2 and do this all over again (routers are a right royal pain!).
Oh and make sure you're firewall is off, especially the XP one if you are running XP.
Ozzy
