I am currently working on a (soon to be) multiplayer action/shooter, and am really confused about the difference between TCP, UDP, and DirectPlay. After reading through the forums, I understand that there seems to be "hard-core" support for the different protocols (just as there seems to be for OpenGL and DX). So I''m not asking which is better, but rather, can someone give me a quick "in a nutshell" comparison of the 3. Does DirectPlay use these other 2 or does it have its own protocol? Any help would be welcome, as I am completely confused about which protocol to use? Thanks! "So many ideas! Never enough time!"

Directplay uses UDP.
Winsock (sockets) allows you to use TCP or UDP (among others) at a lower level.
DirectPlay is kindof like a 3D engine of networking. It takes care of the details, you just tell it what to do. Winsock, you have to do the details yourself, but this gives you much more control over how your data is sent.
It would be a good idea to look at some of the networkign articles on this website so you can learn/understand the difference between UDP and TCP.