Might not be the cause of your problem, but my connectivity headache (using XP Pro) went away thus:
On the machine that wouldn't allow access, Control Panel - Administrative Tools - Local Security Policy - "Access this computer from the network". Then right-click, Properties, AddUser or Group, Object Type - pick "Users", then Locations - pick the name of your LAN (it will probably object to "Users" at that point and offer "Computers" which wasn't there before), Advanced - Find Now, double-click the one you want, and YES your way out.
Otherwise, at the "Locations" prompt, pick the name of the computer you're working on (not the one that can't access it), and look at the list of RDNs that appears.
I don't know what all those things mean, but that screen certainly allowed me to set up the access for my laptop to the desktop.
I'm trusting the ADSL router to stop anything nasty from outside getting into the system. And ZoneAlarm.