It happens to YOU when either of you host? Or it happens to whoever hosts?
Are there any messages associated with the crash?
Do either or both of you have firewalls installed, either in Windows or your DSL modems? If so, you need to open ports in the firewalls for EU2 to get through. There should be posts in the MP forum telling you how to do this.
Your Windows installation needs drivers to talk to various equipment inside the PC such as video cards, sound cards and lan cards. Drivers for those cards are provided by the people who make the cards, not by MicroSoft or Paradox. I'm suggesting you go to the web site of the maker of your lan card and see if they have an updated driver for you.