There are 4 networking components which require access - if one of them is blocked, then you could encounter this error. Please check that you don't have any other file sharing or server-type applications or services running, and that your firewall is configured to allow the traffic. For testing, you may consider disabling the firewall completely. Also verify that your network "zone" for either the direct ethernet connection or USB-to-ethernet bridge is set to "Home (Private)" and not "Public."
If you still encounter errors, please scan your computer for viruses and malware as those could be blocking certain ports.