Install IPX protocol
MicroSoft have dropped the IPX protocol for Vista and Server 2008. You can still use it with XP/2000/Server 2003 etc..
Installing the IPX protocol...
Open 'My Computer', then 'control panel', then 'network and dial up connections', then 'local area connection', and finally click 'properties'. You should see the following screen-

In this example the NWLink IPX/SPX/NetBIOS Compatible Transport Protocol has been installed. If you can't find any mention of IPX then click the 'Install..' button. Highlight Protocol, then click 'Add.'. Select an IPX protocol, and press 'OK'. Not sure what the exact name will be, different names will be on different versions of windows. Anything that has IPX in it's name should do the trick. Keep a note of this, and make sure you pick the same protocol for other machines.
Click your IPX protocol then properties. You should get this window-

Make sure these values are set for all the PCs that are running ESDi.
Why IPX when ESDi also works with IP? IP may leak your conversations out via your modem to the internet. ISPs should drop this network data. IPX on the other hand is not used by the internet, so it stays on your local area network. Next point is, because IP is used on the internet, your firewall will probably be less likely to be friendly towards UDP/IP. (Security settings tend to be higher for the internet than they are for your LAN)