I strongly suspect that there is still a culture inside the writers of the Windows networking stack of wilfully ignoring as much of the non-Windows world as they can. My Win7 box simply cannot be seen by anything else on my LAN until it initiates a connection first. I've turned off the local firewall, removed rules that seem to involve blocking connection requests... nothing works. I have to try to make a connection from the Win7 box first. Very annoying.
Secondly, I don't understand how VPNs work from Windows, either. I have the same problem when I connect to work, which is mildly annoying. But bizarrely, if I have a connection already open from another PC on my LAN when I connect, the connection stays up! Took me only a few minutes to discover this because I'd already discovered the above problem. It did mean I could connect to my Linux desktop at work from another Linux PC at home. Using the VPN client on my Win7 box.
Seriously, the network coders for Windows must be on something illegal to think this all makes sense.
Wade.