Using Direct Connect with a Belking Router

I have been trying to use the direct connect method to transfer files on my home network. I have a belkin router, and my network connections are through my wireless NIC. I have tried copying the files directly through Windows Explorer using mapped network drives, but that usually fails about half way through. The file sizes range from 300 to 400 MB. If anyone knows of a solution, I would be very grateful if you would share your knowledge with me. When I try the direct connect method using the correct IP address, it fails, (obviously) and I am also wondering if there is another port that I am not aware of that needs to be configured. Oh yea, I use System Suite 9 for my firewall, and antivirus software. Thank you for helping.