Firewalls and "passive mode"...

If a computer is behind a firewall, usually it has problems in peer2peer connection programs, such as DC++. It's not possible to use "active mode", you have to use "passive mode". But two "passive mode" computers can't make a connection between them. Why?
I need to transfer files between two computers which are behind firewalls. If they both can access the same server, for example, www.firewall.cx , why can't they access each other? What could be the reasons?

Enable Server Services and make sure File Sharing is ON. You can map a network drive or go to the run box and type
\\IP\sharename. Type nbtstat -n which gives local name table and if you see <computer-name> and a hex value of <20>, you know File Sharing is enabled.

Thanks. I will keep your answer in mind. But I am afraid that the computer that I want to access has also a shared IP. But it's another question on another topic.