If you are interested in starting DirectPlay then I can't recommend anything better than the current DirectPlay documentation that comes with the DirectX SDK. This didn't use to be the case as the documentation used to be very bad, but now it is worthy if attentiion.
Personally, if I were starting out I would learn the basics of TCP then UDP before I jumped to the higher level networking api's. That way you will understand the limitations you have to deal with by going with an easier , high level API.
btw, where did all the other posts go???