I don't think there's a LAN option in Pro Evo 5 for the PC. I'm sure it requires you to login to Konami's server first to verify your key, which means you're gubbed. A lot of folk were pissed about this too, saying they could no longer play LAN games but it's more likely because to play online this time they'd actually have to buy it, unlike the previous version
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Elaine: You were wearing the pants you were returning? What were you going to wear home?
Kramer: Elaine, are you listening? I never even got there!