We have had no problems at LAN parties with Win9x <-> XP. However, there have been issues such as one of the computers not having the necessary network protocols installed; I think that TCP/IP is all that's necessary.
Make sure that the client (the computer trying to join the host) can ping the host. Either try "ping <remote_address>" if using the internet, or "ping <host_name>" if on a LAN. Host name is the identification "name" of your computer on the LAN, network properties. If you can ping that host name, just use -join <host_name>.
If the host is on a LAN, behind a router, you will have to forward port 5029 to the host (in the router setup).
Be sure to pick up zdoom 47i, it's the most stable for network games. Go to
http://www.zdoom.org/files/lars/