That is usually the culprit. You need to allow the network through. Have you selected a folder to share on each computer? Did you give them the same network name?
After I ran the network wizard on each computer, I opened my network places. I found it by going to start and it was listed under "my computer". I opened it, click on view network computers and there they were. Of course, each computer needs to be turned on for this to happen. Once I did that on each computer, all shared folders with each computer's name were on the list. I can now access the network either through the "my network places" icon or Windows Explorer.
I was wondering if anyone had a link to a resource or could possibly explain what I have to do to set up file and print sharing. I am running 2 PCs on XP Home and a multi-function printer attached to each. They are connected to a SMC Barricade Plus Router which is connected to a cable connection. The PCs have Sygate Personal Firewall. The Internet Sharing Works but not the file or print sharing and I gone through the paces with the wizard to no avail.

Chowhound
Comic Vine
GameFAQs
GameSpot
Giant Bomb
TechRepublic