There are a few things you can try...

Make sure all of the following things are true:

• Internet is on on both computers (yeah, I know it's simple, but you'd be surprised how many people forget).
• You have both MC sessions are running, with one on a Single Player with the world open to LAN, and the other is looking at the Multiplayer window.
• Both firewalls are truly off.
• Verify that you are starting the LAN world from the correct computer.
• Verify that both game sessions are starting in Online mode (as in, they both are connecting through a verified MC account).

If you are using one account, this cannot work, or if you are using an... "untied" client, it will not work either.

If this still isn't working for you, you can also use Direct Connect. Find your local IP address (there are a few ways of doing this; as I don't know your OS, I'll let you find those instructions). Simply go into Multiplayer and type in the IP that you have now retrieved followed by a : and then the number that appeared in the session hosting the LAN world telling you the port.

If neither of these work, leave a comment here and I'll think of some other things.