I made both the server.exe and the client.exe on Win2k and tested them. I also had the client.exe on win98 to connect to the server on win2k and they worked.
I already provided all the files required to build the server and client. Server.h and other files will be generated automatically. Be sure to BUILD (not compile) Server.exe BEFORE building Client.exe and Proxy.dll.
Be patient. I guarantee the sample works just fine.
The following is just for Ray's questions:
OS: server on win2k, client on win2k or win98
Network: have win2k and win98 in a LAN
Location: put the files anywhere, but after you have registered them, don't change their locations anymore.
Name: click Network icon on your desktop, you can see your computer name.
Settings: To make things simple, login as administrator and test it locally. After it works, go further.