Well, for the Winsock API I highly recommend "WinSock 2.0" by Lewis Napper. For the Java network API, there''s "Java Network Programming" by Elliotte Rusty Harold. For Unix sockets "Unix Network Programming, Network APIs: Sockets and XTI" by W. Richards Stevens.
I haven''t found any good books on DirectPlay.
For the actual theory of multiplayer coding, latency, arbitration, etc. The best sources are articles on line and formal books on distributed systems (as in 300-level college texts).
Keep in mind both of these are simple how-to-connect-two-computers type books. They will offer 0 insights on how to actually make multiplayer games. There''s tons of issues with just designing the single-player code base properly as well as dealing with the classic networking problems (synchronization, bandwidth, latency, etc). I''d recommend hunting around the net for references on stuff like this.