The kickstart book is one of the very few places I have ever seen any managed DirectPlay code and thats about 4 years old now. Since DirectPlay has been deprecated a long time ago you will be VERY lucky to find someone to help you or any samples. I don't know why it doesn't run on Vista - but there are some DirectX deprecated files removed in the Vista instll of DX9.
The current recommendation is to use System.Net or other libraries rather than DirectPlay. This FAQ is for XNA but its links should help you.
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