All other games in my LAN work well but AoE3 just doesn't find the host and I can't connect with direct IP.
First do a simple test and make sure your computers can see each other first. Create a folder on each computer then configure it to be shared. Once each computer can see the folder on the other computer you should be set.
From Dark Ultima,
When you set up a LAN game in AOE the IP address the game is trying to connect to is shown. Make sure that this is the same address that is set up in your Windows’ network connections. Go to Start/Settings/Network Connections, double click your LAN connection and then click the support tab.
Check that the IP address used by AOE is the same one as used by your connection. If they are not the same edit "My Documents\My Games\Age of Empires 3\Start Up\user.cfg" to include:
OverrideAddress="<IP Address>" (e.g., OverrideAddress="192.168.1.104")
If the file does not exist create it using notepad.
Contact Microsoft Game Support.
Haha, I reinstalled the game without the newest patch and LAN works now.
I think you seriously failed the newest patch...