Can you ping each machine from the other? On each machine, open a command (or DOS) prompt and type ipconfig. If that doesn't work, try winipcfg. Get the IP address for your ethernet card. Now in the same DOS prompt, type "ping (the ip address of the other machine)" without the punctuation.
IF DHCP is issuing each a private Class C IP address, it will look something like 192.168.x.x where x is a number between 0 and 255.
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