Hi all, I'm new to WA. I have a friend living in the same country but in a different city and we would like to play WA (I'm not looking to play through wormNET).
When I go to the network settings from the starting menu, there is a box saying "Direct TCP/IP" followed by a text field.
What do I need to do to set up a game like this, via direct IP connection? Someone please tell me step by step what to do?

One player hosts the game, and the other player enters their IP address (http://en.wikipedia.org/wiki/IP_address). Note that the hoster may need to configure their network first, same as when hosting on WormNET - see http://worms2d.info/Hosting_Guide .

There is generally no reason to host Direct IP games instead of using WormNET, unless you wish to use custom channel scheme settings.