Where exactly are the 2 computers? Are they both connected to the same router or are you trying to go across the Internet?
If you are going across the Internet, you need to forward a port in the router that the host machine is connected to. If it's only on your LAN, it's probably a firewall issue. If you are using the Windows firewall, check the exception list, if you are using a 3rd party firewall, get rid of it.