Hi,
Not certain what you mean here by server name. Anyway there are basically two issues :
(i) Ignoring the http:// bit, the part of the address up to the first / must be resolved to a numeric IP address before the system can route anything. It's the same for localhost as for any other 'canonical' name. So, you have to have those names translated somewhere, either with DNS or with the HOSTS file, i.e. c:\WINNT\SYSTEM32\DRIVERS\ETC\HOSTS. You would have lines in there like :
127.0.0.1 localhost
172.16.16.1 ntserver1
.. or whatever. M$ name resolution is a bit more complex because it can also use WINS or LMHOSTS if other methods fail, i.e. where it assumes that the TCP/IP Hostname is the same as the Netbiosname of the BOX (which it may or may not be).
(ii) There must be a known route (or default gateway) to enable routing of the packets to the resolved IP address. If you are saying you can only connect after pinging an address thats a bit odd but could be possible, e.g. in a switched environment. On M$, the ping command uses ICMP packets and if it reaches the address the sender will store the associated destination MAC address in the ARP table. If a MAC address for a given IP address is already in the ARP table when routing is needed, then the ARP resolution part is not necessary and packets can be 'addressed' directly at the machine concerned. If you do :
arp -a
ping netserver
arp -a
.. you will see what happens. (I think thats the M$ syntax for arp)
Hope this helps