It seems to me that you have the ports forwarded to the wrong machine. I also have a two machine setup, and here's what I've done. One machine (machine A) has a local IP address of 127.0.0.2 and machine B has an address of 127.0.0.4 Machine A has ports 6881-6889 open and forwarded on the router. Machine B has ports 6900-6908 open and forwared on the the router.
Besides making sure the XP firewall is allowing the connection, some routers (all that I've seen) don't allow you to forward the same port range to more than one machine. If that is the case you have to pick a different range for one of the computers and then forward that.
Give that a try, if it doesn't help, let me know.