It's very easy to play on lan. Just get the bnet server emulator, and start the server.
Then get bnetreg and edit the battlenet ip to whatever the ip the server is on.
Now when you start war3 just click on battlenet and it will connect to the ip of the computer
on the lan.
One thing though, the computer hosting *cannot* make a game (bug), so if you play with friends
and the server proggie is on your comp, have him make the game, and you join.