well, this might not be what you want, but even though i'm connected through a network i don't know how to set LAN the normal way either.
what i use is a program called Hamachi. uses very little resource, totally free. it typically just connects you to any one online, and tricks whatever game that has LAN function to believe that instead of being connected through the net you're connected through LAN.
to start, simply download hamachi, set up an account *10 secs needed* and create a network *another 10 secs needed*.
after that, just give your friends or whoever the network name and password, ask them get hamachi of course, and use hamachi to connect to your network.
www.hamachi.cc
hope this helps. though it isn't exactly networking.