well, other people've had this problem... sort of.
same problem, except on the internet, not a LAN.
Check to see if you're still connected... see if the upload/download rate is frozen. if it is, disconnect, reconnect.
If that doesn't work, then you might want to try re-installing GTA3 and MTA.
Finally, if you're desperate to play, and are running win 98/ME, then install a different OS (like win XP). Although, this problem should be fixed in the next versions, so I wouldn't go through installing a new OS just to play...