that would be...

if both computers are using XP, then you can use netsend by using the following syntax:

net send [computer name or /domain or /users] [message]

where the /domain will send the message to all the computers on the domain, and
where the /users send the message to all the users.

if you need to know more about net send you can either google it or type net help in command prompt

there are a few posibilities,
first, is the computer connected? (probably not this, coz i think you are clever enough to know that they need to be connected)

second, has the other side enabled the message service?

third, if the computer PROPERLY connected[can be tested by sending ping]?

fourth,...erm...cant think of any yet, maybe others wanna continue?