There is no apparent firewall but XP's. The NC10 came with McAfee Security Suite installed but was slowing a lot this low perf. machine so I removed it and installed Sunbelt's VIPRE, which, after some tuning, gives me what I want. McAfee has a firewall but was set to allow file/printer sharing and VIPRE has no firewall. Also, since it sometime works without me changing anything, I don't see how it could come from that.
There is some kind of network management built in McAfee, and when I activate it I see the other connected PC and IP address. Same thing when I install the demo version of network magic. It's just the Windows mechanism that seems broken.
I have looked into folders parameters, there is no "easy file sharing" parameter but rather "look for shared files and printer" option which is selected.
I would like to test networking using ethernet cable and not Wifi. But I have to stop investigating for a week, my wife is going on a trip with it...
Anyway, thanks a lot for your support, it gives me a lot of new possibilities to investigate.