Newbie question

Simple question: How can I test network programs if I dont have a network to test on? I there a way to connect to yourself? Is there a program that can simulate a netwrok for me? I need to know this, or how to do this so that I may start writing basic network code, simlpe stuff, basically just opening a port and sending/reading packets. I would probablt use winsock or direct play. I would deside this later but I cant even start because I have no way to test code. im one of those people who tests programs every 5 min to make shure the new function works, I cant just code then call my friend and hope that my prog works when I have no idea what im doing. thank you.