Sure.
So , I say I have the same problem (same message).
My only technique to launch the multiplayer is this :
It exist a software called SRB2 Doom Builder. It's software that allows programmers to create their levels. Me, I use this function. But with this software, I can also launch Multiplayers levels.
But it's a bit long to explain.
First, if you want to use my technique to launch them, you must download SRB2 Doom Builder. You can download here :
http://homepages.inf.ed.ac.uk/s0569864/builder_srb2-setup-r27.exe
Then you install it and you configure it to use the game mode (textures, game, etc. ...) of SRB2. The setup is complex, you should read this tutorial configuration:
http://wiki.srb2.org/wiki/SRB2_Doom_Builder_Tutorial_-_Chapter_1:_Getting_Started
Once configured, open with SRB2 Doom Builder the file zones.dta in your SRB2 folder.
You'll see files named "MAP01, MAP02, MAP03, etc. ..."
Normally, Multiplayers are near the end, nearly 100 (MAP90, MAP78, MAP96, etc.). You select a map, and you click the green arrow at the top of the software ("Test Map") , then OK. Normally, the level should jump.
Otherwise, since srb2win.exe, I do not know how.
I hope it helped thee.