I make this post in the hope that it will help some other poor sap who's run into the same head-bangingly frustrating problem with Windows that I did.
(some incidental keywords for Google: windows one-way ping doesn't respond to ping Internet works no ping can't connect)
Here's the situation: A couple of weeks ago, I bought a refurbed Tablet PC (Toshiba Portégé 3500, for anyone who's curious) off of eBay, mainly to allow me more mobility. (The Toshiba weighs 4.1 pounds... the department Dell laptop weighs >10 pounds. Yeah.) However, there are some applications on the Dell that I'd really like to be able to use remotely, so I was trying to set up TightVNC (third-party open-source remote desktopping application) so's I could log into the Dell from anywhere.
Soooo, I installed TightVNC on both computers, set up the server as a service on the Dell (so it automatically loads the server on boot), and tried to connect. Nothing. On further investigation, I found I actually couldn't even ping the Dell (from anywhere); nor could I ping the Toshiba. Even after disabling Windows Firewall and McAfee entirely... nothin'.
So. After trying an interminable number of combinations of settings and plying Google for at least ten hours, I came upon what must be the single forum post that had the answer. Namely, the Cisco VPN client that MIT uses for remote network localization (important for things like Matlab licensing and access to journal subscriptions) itself includes a firewall, which in this case was shutting out both the pinging and the TightVNC connection. Two quick clicks in the menu of the client, and both functions work slick as ice. G'bah!
So. This might not be the magic bullet fix for some people, especially if they don't have Cisco VPN installed. But... check every application you can think of for a firewall setting and make sure it's disabled! (I suppose this seems pretty obvious in retrospect, but... at least nobody else I asked thought of the VPN as the possible culprit, so... I'mma not feel too bad on this one!)
Ain't technology grand? :-p