I agree try ping first. But for rise of nations you have to make sure you have tcp/ip protocols installed and that you are using the right network cable if your not using a hub or router. As well I would try pinging your bro's network computer. If you have a firewall try disabling* it as well.
I disagree. Pinging google will do nothing for a lan problem oO. Ping the destination lan ip, and make sure your computers are under the same subnet. Then refer the the documentation on port forwarding/opening, and the ports you need to open (if you are using a router).