Age of Empires R2R said that I may need to connect to the Internet to play TCP/IP games but I have connected already.

So my friends and I wanted to play our old childhood games together and decided to play AoE. Because the game was so old so we are using a third party program which is used to create virtual LAN network (like Hamachi). My friends can join and create game easily without any problems, but when I join and create game, it always said "For TCP/IP games, you may need to connect to the Internet before starting AoE". First, I thought it was from the third party program so I turned it off and tried to create a room in multiplayer, but the error still happened. I think it was my laptop's network setting but after doing everything (reset setting, change DNS,...), the error is still there. I tried to look up on the Internet but no solution was found. I really want to enjoy this game again with friends, what I can do now to fix this problem?