What instructions? These instructions?http://www.youtube.com/watch?v=ws9pV30Vfy8
He describes creating an ad hoc network. You shouldn't have to do that if you have a WiFi connection already set up through, say, a wireless router. The point is that both the computer and iDevice are on the same WiFi network.
So you downloaded and installed the SKI Remote extension and activated it? What iDevice are you using? Are you using IC Pro? What version?
Are you aware there's a dedicated forum for IC Pro that includes posts about solving connectivity issues?http://steinberg.net/forum/viewtopic.php?f=174&t=33830
It could be as simple as a missed step in setup or there could be network setup or firewall issues.