The game isn't hosted locally, so using any IP addresses you get from ipconfig won't work. Most likely they're something like 192.168.*.*.
The address that you should use is whatever you get from http://www.whatismyip.com. You should also make sure that there isn't any firewall or antivirus blocking that particular application at either end.
Editga: Removed EoFF's IP. Automatically parsed in there.
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