Here's a couple things to consider.
OK, firewall off - check. though this should not effect things if your Bonjour is configured properly. I would always leave my firewall on.
Connected to the same wireless router?
You need to have the same Subnet Mask and Gateway.
Chances are your network looks something like this:
IP address 192.168.1.x
Subnet Mask 255.255.255.0
If the gateways are different, ex. 192.168.0.1 on device one and 192.168.1.1 on the second device, you will never be able to connect. The same goes for the subnet mask. The numerical values must be exactly the same.
Type out your settings or verify they are as I have posted above.