Hard to say, but might well be that they're filtering certain UDP traffic. Depending on which two computers you've tried, that they're in separate networks.
Would be useful to run Wireshark to see what's actually going on, on the network, i.e. if the data is sent correctly and arrives but somehow fails on the application layer.
Just to try, you could also use a TcpSocket which is a bit more reliable and see if you manage to get a connection between the server and client.