Most of the time this is related to a firewall and/or router that is not correctly configured (data connection ports are not forwarded).
If you have verified that your network is correctly setup, please make sure that the problem is not caused by the clients configuration.
For more information about firewalls and routers read Information for firewall and router owners:
http://www.pablosoftwaresolutions.com/s ... c.php?t=76