Have you run the wireless setup wizard?? This sets up the network to allow the two machine to talk to each other and which folders and printers to share. I also had the same problem, the two machines could share a broadband connection but not file share.
Also, if you have Zonealarm installed or another firewall then un-install them and try again. I had disabled zonealarm and AVG antivirus but still it wouldn't work. After un-installing and running the network wizard again all worked fine. You can always re-install the firewall and antivirus again after the network is setup.