disable McAfee's and retry...alot of time 3rd party as glc lmentioned will block the ports...
you are going over the internet if the pc's are in 2 different locations...IE...1 at home and another at work...
you go thru the router if both pc's are in one place...providing they hook to the same router...
EDIT: for the pot forwarding in the router you need to log into the router....the info will be in your routers manual...it will describe how to log in and set up the router...
if you dont have the instructions you will have to go to the manufactures site...what brand of router do you have..?