Hey guys,
If anyone is still having problems getting LAN play to work in NFSU2, you might find this link useful - it's a program which will intercept the packets sent out by NFSU2 and change them to enable network play WITHOUT having to change subnets or gateways. There are Windows and Linux versions available. The only thing you'll need to do (apart from run the program) is open up the NFSU2 ports if you're behind a firewall (or get your router to forward them, if you have one)
http://www.csc.liv.ac.uk/~greg/nfsu2relay.html
We've tested it with up to 3 players, works like a charm! Enjoy!