There are some cases where ping does not work. Specially other machine (which you want to ping) is firewall enabled. In that case ping would give a request timeout. That does not mean that you are having issues with the connection between those two machines.
First check whether the Windows Firewall is enabled. If it is enabled you can allow only ping command without disabling the Windows Firewall. In that way your computer is protected.
How to allow ping with Windows Firewall (Windows XP)?
Click Start
go to Control Panel
click Windows Firewall (If you are in classic mode)
go to Advances tab
click Settings button under ICMP
check Allow incoming echo request
click Ok and Ok
Quickest way to fix this is to disable Windows Firewall but it is always a good practice to allow only the services you need and keep the firewall on.
