Are you on the same network? Trying to connect over the internet?
I have found that if you are on the same router, either internet or network game works fine. Trying pinging each computer if you are on the same network and pinging the router. The router IP is normally 192.168.1.1 and your IPs will prolly be 192.168.1.100 and 101.
If you want, download Hamachi and perhaps we can join a game together to make sure it works.