In fact, the case m different from n of Hex (Hex on a "short" board) has an easy winning strategy for the player taking the sides closest to each other, even if he/she plays second. This has been described by Martin Gardner in the litterature we cite, see e.g. Gardner [1959].
Thorkil Naur, Odense, supplied this information.
March 15, 1995. Bjarne Toft