No, it is actually the most usual, simplest (and cheapest) cable ethernet connection that can be implemented at all. All you need is an ethernet cable between 2 PCs. :) I am not sure why Kaspersky VPN doesn’t work on or support the ordinary LAN network. The most probable obstacle might be one of the firewall settings, but I’ve no idea how to set them up properly. I also could not find such information on Kaspersky knowledge base which seems to be weird.