Hi Zanya,
Direct connect works better if you both have chat enabled (tools > options > chat > tick enable chat & apply).
Make sure you both have only 1 firewall running & that they're configured properly.
Have you read this thread? There's some info within about using DC
http://www.gnutellaforums.com/showth...threadid=37676
*do either of you see the LW firewall icon?