Or, an XP firewall.... (I have the same setup of your girlfriend's, DSL with two computers, but with XP running as the Internet Connection Sharing server...)
Some times, even games like Age of Emp won't connect properly, but a reboot usually fixes that...
I suspect that if she has XP, the XP firewall will not allow a remote connection unless your software has explicity opened a port to listen... and even that is kind of sketchy.
