@Sahil Kurve,
What OS?
Has it worked in the past? if so, what changes happened between working and not working?
Did you permission it and all its associated programs in your firewall?
Also there may be a windows 'service' or services that you need to turn on for this to function? If your not sure, check your windows services list, anything that is disabled which seems like it could be related (by its vague description), set it to 'manual' and see if that fixes the problem?