No, I don't have/have never had the same problem.... I don't OWN COD*!
First-off, from my understanding, all the version of COD REQUIRE an on-line component of one sort or another: if not to check the game registration (through Steam?), at least to do a PunkBuster check.
So it has a FUNDAMENTAL NEED to make an Internet connection just to enter a game, I think.
If nothing else, try disabling Punkbuster when you play on your LAN.
(Under Options > Multiplayer Options set PunkBuster to 'No'.)WARNING: YOU HAD BETTER TRUST THE PEOPLE THAT YOU"RE PLAYING WITH ON YOUR LAN!