To stathis,
I will answer firstly ur question 4 samba. U DONT need to install Samba if u don't any file sharing. If u really want to, u may use
winscp since u have two machines.
And lastly regarding ur problem, i do agree with Ricky as ethereal do see both pc communicating. Try to ping each other and see if it's ok. If no response, that's not good.
And to alexcd,
please check ur routing table. Type the "route" command into ur console and please show the output to us? 10x
this will tell whether ur Linux is routing the right direction.