When you connect to the other computer you are assigned a local address. I would suspect therefore that the other machine is using NAT or a similar sharing/firewall technique. In that case you will need to open a return path for the port that the remote computer is wanting to send the response to. In many NAT systems the firewall functions will block many unusual ports.

You will need to consult the documentation for the particular sharing/firewall software you are using.

jdtoronto