This is typically a firewall issue, but it could also be a problem with your router.
If you use the Mac OS X 10.5+, just add Rowmote Helper to the allowed applications list in:
System Preferences → Firewall→ Advanced.
If you use Mac OS X 10.4 or some other firewall software, open port TCP 5842. See Mac OS X 10.4 Firewall Instructions for details
A free way to test your firewall is to try out Apple’s free Remote software for controlling iTunes. If that works, then either you have no firewall, or you already allowed iTunes to work through it.
If you suspect your router might be the problem, try creating your own network.
One router configuration that has problems (not just in Rowmote, but in many iOS applications) is WPA2 encryption. If creating your own network works, try first disabling encryption in your router's configuration, then switching encryption to WPA. See your router's manual for details on making that change.
Finally, Bluetooth operates on the same frequency as WiFi, so having both enabled on your iOS device can cause interference. We recommend disabling Bluetooth when possible, both to preserve battery life and to improve WiFi reliability.