Yes, TCP/IP stacks cause interrupts which, if not handled, will cause the game to crap out as it doesn't know what to do with them.
Look in
S:, you'll find
WHDLoad.prefs - open that, and there are lines for
ExecuteStartup and
ExecuteCleanup.
If you uncomment these (remove the ; ) these scripts will be run as WHDLoad starts a game, and after WHDLoad quits a game.
These scripts are already in
S: and have lines for stopping and restarting your TCP/IP stack etc automatically - which makes the whole thing hassle free