I would suggest making sure you're all on the same IP subnet. I've been in situations where I've been able to see computer in a Windows workgroup, but not been able to access them, since we were in different subnets, working without a router.
If you are indeed on the same subnet, start with low-level connectivity tests, like simple pings. If a ping is successful, then I think it's just a matter of making sure your security settings are configured correctly to allow him access to your computer.
I've only used the bridge feature in Windows XP once before, and I don't remember it particularily well. I seem to recall it being somewhat buggy. I think network connectivity was interrupted on the computer running the bridge. If they can afford it, you might consider advising them to get a wireless access point, and then having them connect via ethernet from that.
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