There are certain games that appear to be finicky with the presence of dpwsockx.dll despite it being in the current game's directory. The only games I know are like this are Fire Fight (1996 game by Chaos Works) and Necrodome (also a 1996 game from Raven Software)
Though in Fire Fight, this log shows the error like this:
1lg_comm(137) net initialized
1ee_netw(301) * Net::open - DirectPlayCreate failure. Error code 80004005