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Well, the short answer is that I haven't touched a copy of NT4 in probably a little over a year. As I recall CFX_TCPClient 1.x (not the current 2.x COM version) was developed under NT 4 SP5 or SP6.
While CFX_TCPClient is known to have ran under NT4 it was also buggy as hell. So I really wouldn't trust it for production code.
Some answers are: Does the NT4 server have the last service packs? And most importantly, is there a firewall issue for the NT4 server? ie Can you PING or TRACERT from the NT4 to the target ip?
It would help if you post the COM's full error string, if any, after returning 0.
(Currently tcpclient 3.x is laying in a several unfinished pieces so if there is a slight problem it may be a while before I can post an update.)
--min