Additionally to what Flame already suggested where is it asking for a socket number and what is the game you're attempting to play?
Finally make sure when you're doing the ping command you're pinging the other computer and not the IP address of the computer you're running the ping command on. For example one of your computers is 192.168.0.101, the other could be a different address such as 192.168.0.102. If this were the case you would ping 101 from 102 and 102 from 101.