I just want to quickly add that version 0.9.6.0 of the program is broken. When more than two players are connected to each other, you will have trouble detecting the consoles of one or more of them, preventing everyone from playing together.
You either need to use the older version 0.9.5.3https://mega.nz/#!AxUThB7K!E4Ax_D62mOMk ... 1O7hUPO7w4
or the unofficial beta build version 0.9.6.1 which has many of the issues with 0.9.6.0 resolvedhttps://mega.nz/#!M0kwTRxK!1mUphrlXNITE ... gRb9fleNkQ
Also any game with a LAN mode that is playable over XBSlink should also be playable over XLink Kai. We are currently in the process of adding arenas for supported games missing from the PS2 section of the program.