I had this problem as well. I was able to correct it by disabling the firewall on both machines. Apparently the delay was because when a connection was initially established, it was necessary for both machines to make sure that the connection could be allowed and find an open port to work with. Once a connection was successfully established, TCP/IP took over :) If you try again a few hours later, a new TCP/IP connection between the machines needs to be reestablished ;)
cscgal
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