OK, can you ping between the computers? Make sure each computer has a TCP/IP address (like 192.168.1.1 and 192.168.1.2), open a dos prompt, and type in "ping 192.168.1.x", where x is the final ip number of the other computer. If this works, the connection is active, and the problem is in windows. If it doesn't work, then there's a network problem.
Also, make sure all of the computers are on the same workgroup/domain. What OS are you running on them?