It sounds like a firewall issue. Do you have a software firewall enabled, such as the default win xp firewall or Zone Alarm? If so, you will have to configure them correctly to allow RvS packets to flow throgh the firewall. See this post http://forums.ubi.com/eve/forums?a=t...01&m=185102442 and go down to the 3rd response where it talks about ports that have to be opened.
Try turning off the firewall and in the multiplayer screen, select join by ip and see if that works. Use the internal ip address of the server. You will have to do this if the server is on the same computer or network as the computer you want to play on.