I've just begun to use XNA. I have downloaded the sample program for Network Architecture: Client/Server and I have no idea how to get it to work properly. I can create session but I can't join a session. Can anyone guide me step-by-step? Thanks.

Are you running the Client/Server sample on 2 machines on the same local network (either PC and XBox or 2 PCs)?

If so, you should be able to create a session on one machine and join from the other.

Yes I have downloaded the samples on 2 different PC-s. And both are on the same local area network. I created a session on one computer and tried to join a session in another computer but it still says no network sessions found. What could be the problem? Thanks.

Firewalls?
NAT?
Can you "ping" one computer from the other, and back, from the command line?

Yes the firewalls were the problem. I switched it off and it worked. Thanks.

Btw, how do I "ping" from one computer to another using command line? Thanks again.

You should be able to make a rule to allow XNA through the firewall rather than switching it off completely.  I though the XNA installer gave you an option to do this but I can't be sure.

To ping the other computers you need to know the machine name or IP address.  You run the windows command prompt and type in ping Machine-Name (ie "ping My-PC" or "ping My-Laptop"). Alternatively you can use the IP address of the machines to ping them (ie "ping xx.xx.xxx.xxx").  To get the IP address of a machine, run the command prompt on it and type "ipconfig", the IP of the machine you use is the "IPv4 Address"