You need to enable Direct Play in legacy components:
Open "Programs and Features" (just search for it in the start menu)
On the left side of the "Programs and Features" window, click "Turn Windows features on or off"
Scroll down the "Windows Features" window until you see "Legacy Components"
Click the "+" next to "Legacy Components"
Click the box next to "DirectPlay" so there's a checkmark in it
Click the "OK" button
It should start installing Restart the computer if it asks you to, but I don't remember if it does. That should be all you need to do.