Specifically, I had the typical problem connecting when using Windows Live OneCare, despite allowing AirPort Disk Agent in its firewall pop-up.
This is the procedure which unlocked access via AirPort Disk Agent:
Double Click Windows Live OneCare icon in system tray. Or use your own means to get its main window open.
Click the "Change OneCare Settings" topic listed along the left edge column. This will open a new dialog box.
Click the "Firewall" tab of this new dialog box.
Click the "Firewall connection tool" button shown right under the protection level slider. This will open yet another dialog box.
At the top of the list in this "Set up connections" dialog box will be a checkbox (probably unchecked) next to the words "Network Discovery: Browse your network to find printers, computers and other devices."
CHECK THAT BOX.
Close all the dialog boxes using an OK button where available, else the usual [X].
Left-click the AirPort Disk Agent icon in your system tray. From the menu that pops up, select the disk you were having trouble with. Enter its password (the one you know works from a Mac, if appropriate).
After a delay, your "My Computer" window should show a new drive. If you have window settings appropriate to this display, the drive should appear under the "Network Drives" category. In my case, it became drive Z:.