Look at the Socket class
"hey OriginalGriff can u please explain in a bit more detail ... . I'm new to programming ... not able to understand how can I make a Tic Tac Toe Game that can be played on LAN"
It's a bit too detailed to go into here - but there is a good tutorial on it here: Sockets in C#
Try to read it, and have a look at the example - it's not that difficult to do, but the article explains the background of why you do what you do, which can help you understand better!
"I 'm currently using VB 5 ... in which trying to make the game to be played on LAN . So this C# code doesn't help me much :("
You do realize that is 14 years old? And was replaced 13 years ago?
Why, if you are new to programming would you make things that difficult for yourself?
Assuming your PC will run it, get a copy of Visual Studio Express - VB or C# - it's free, and fully working with only a few bits missing that you probably won't even notice. Microsoft will give you a copy here: http://www.microsoft.com/express
By preference, get the C# version and learn that, but there is a VB version if you want it. Then get a book, and start following it!
Starting off with VB5 nowadays is like learning to drive a car by hitching a horse to the front of a Ferrari!