It depends very much on the specific software and drivers in the devices you are using.
Router firmware, your firewall (Zone Alarm), file sharing, and so on can all play a part.
What I'd do is to copy down all the settings in the machine that works OK, and then see if you can duplicate them in the other one. You may find that your USB wireless device doesn't have the sophistication needed. A PCI WiFi card might be a cheaper and more effective solution if there's an available PCI slot.
I've got several machines networked and sharing files quite happily, using PCMCIA and PCI cards.