It depends on how fast you need it to be. If you're just sending a few bytes, like just the X,Y position of an object, than DirectPlay is fine. However, if you plan on sending larger amounts of data back and forth, than you should definately go with UDP. The only drawback to using UDP is that you cannot assume that every message you send will arrive. TCP is usually used for web protocols like HTTP and SMTP, but it would work for a game as well. TCP packets will always arrive at their destination, but are a little slower than UDP.
Networking for Dummies?
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