Pick two private IP addresses (either 192.168.x.x or 10.x.x.x), set your computers to one of them. Make sure you pick two addresses that're within the same subnet; for example, 192.168.1.1 and 192.168.1.2, not 192.168.1.1 and 192.168.2.2. Once you're done, try pinging one computer from the other. If that works, you should be able to get netplay going.
This should also work if you're on a LAN as well, or at least connecting through a switch.