granting internet access to programs

me and my friend tried playing a game over the internet, using the games
direct ip but we cant seem to connect. i have windows xp and he has vista.
when i connected between 2 computers in my house (one with xp and the other
with vista) the one with vista displayed a box the asked if i wanted to grant
internet access to the game. on my friends computer with vista however, i did
not display this box, and im wondering if thats why the 2 computers wont
connect. i no that it is possible to connect between vista and xp but for
some reason, we cant get the 2 computers in different houses to connect.

does anyone know how i can get my friends computer with vista to grant
internet access to the game. we both turned off our firewalls and tried but
still didnt work. or maybe if u know if theres another problem as to why it
wont connect, id love to know. we typed in the ip's correctly but it wont
work. so if someone could help me out, that'd be great! thank in advance.