You receive this error because your security program or Windows Firewall doesn't allow the application you're using for sharing, to communicate. In order to fix it, navigate to Start > Control Panel > System and Security > Windows Firewall > Allow a program through Windows Firewall and check the box next to the sharing program. If you can't find the application in the Allowed programs and features window, press the Allow another program button, navigate to the installation directory, select the executable file and press Add.
After that, from the Advanced Settings select Inbound Rules > New Rule. Check the Port box, click Next, select All local Ports and follow the self-explained steps. Also, configure your antivirus to allow the connection.