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Copy your sister's game folder to your own computer, eg with an USB stick.
Check if any compatibility modes are set on the shock2.exe. (Those would even survive overwriting the file with your sister's.) Turn them off.Make sure your game folder is not in a protected folder like Program Files. Move it if necessary.
Apparently something is blocking SS2's net access. It's not a problem with the game itself.I suppose you're already running the game as admin and have allowed it in window's firewall?