That depends on how you wish to connect...
LAN is a local connection, as in a direct one between two computers or a hub that connects the two (or more). Similarily, Hamachi mimics a LAN connections over the internet for multiple computers; its an easy way to connect, and uses only a slight amount of bandwidth.
Internet option is for using an IP address to connect to a host. The host will provide the IP to the one or more others, and they will join; an easy way to get your IP is to go to
www.showmyip.com and it will be shown at the top. Simply give that to those participating in the game and then host.
Vnet is a place where players can organize games and chat about them. Just join it, and select a channel. Simple.
Any other questions or problems, post them here or contact me and I'll help best I can; the stickies can be troublesome to pour through, so if its easy to solve I'd be happy to help---should save you some trouble.