Its deffo a port config problem. It has nothing to do with the PCs as the router will forward the ports on both machines automatically via the Admin panel. Since you're sharing a connection it has something to do with the router.

I had the same problem as well but I figured it out by going to the clients website and reading their forum as there were many people who had the same trouble.

I use Bit Tornado which is the one that was giving me the problem, check out their forum if you use BitTornado via their website and you'll get it fixed. If its another client the best I can suggest is to check out their forum if they have one.