That is a good question Blackwatch...I've always thought it must be possible.

I think it is as easy as specifying the IP address of the host while you are connected to the net.
To find your IP address, go to Control Panel, Network, click on the TCP/IP network component and select properties. You can specify an IP address here.

Ok, then tell your friend your IP address and have them "shell to dos" (MS Dos Prompt). From there type :

ping 124.124.124.124

or whatever your IP address is.

It should come back and tell him some info about the connection, and that will mean that he can communicate with your computer.

Then you both start up shoggy and do the LAN thing, specifying the host's IP address...

Try that out, and if it works I will join you when I get off of work (about 6:00 PM Pacific Time).