If you, or ypur friend, or both, are behind some kind of adsl/cable router then it is loikely that it is doing NAT (network address translation) so your connection to his ip is going to his router and it is acting as the ip address you connect to but it doesn't have remote assistance capability itself and doesn't know what to do with the request.
You might have to configure port forwarding on one or both to ensure it knows to pass the traffic on from that port to the local Ip address within the home network.
If either of your routers have firewalls then they will likely be impacting also.
If this doesn't apply, and you think zonealarm is the issue, turn it off for a few minutes... Minimal likelihood of that being a particular time when something nasty tries to get in!
Hope this helps.