If you are using a firewall, you must allow Coda to use ports in the range 6942 to 6951.
To open these ports, if you are using Mac OS X's built in firewall:
One user or the other must enable port forwarding on their router.
Ports in the range 6942 to 6951 should be forwarded from that user's router to their computer. The other user should then be able to establish a connection to the user who has enabled port forwarding, which will be used to share documents in both directions.
If you do not know what your public IP address is, try visiting a web site such as whatismyip.com.
Please contact our support staff by email for further assistance.