Application sharing not working

I have a PC at work, and two PCs at home with the latest versions of
everything Microsoft XP (SP2, MS patches/hotfixes). I downloaded and
installed Windows Messenger 5.1 and Live Messenger 8.1. When I try to
establish a Sharing Session between a home PC and the work PC, afer a minute
or two I get an error 0x80ee000c - SIP Transaction Timed Out. Do some
specific ports have to
be open between the two sites?

When I try to establish a Sharing Session between the two PCs behind my
firewall, it works...sort of. When I click on the Whiteboard icon on the
sharing window, it starts a whiteboard and both clients can co-manipulate it.
Remote Assistance also works. However, when I click on Application Sharing,
nothing happens. No messages, no menus - even though I have other
applications open on both PCs. Shouldn't I see a menu of all the open apps
to choose from, or choose the entire Desktop?

What am I missing?

Thanks for your help.
Steve R.