Are you running a firewall that locks out connections of certain programs?
Zonealarm is famous for having this option and it kinda sounds like that could be the problem....
If it's your little cousin's computer, does it have NetNanny or CyberPatrol?

Check to see how many programs are running in the background, and turn them off, one by one....

There might be a program conflict in Windows that is not present during a DOS session.

Hope something works.....