I guess you need the drivers as Bungleau said. Try the Windows 3.11 TCP/IP update if you haven't done so already, if you can't get winsock to work that is(I believe you have to add some lines to your autoexec.bat when using winsock). You can probably google for drivers if you know what ethernet card you are using.
Here are some network drivers for Windows 3.11.
[ 10-20-2003, 05:47 PM: Message edited by: WillowIX ]