Disable the inbuilt firewall on your Windows instances.
Use the IP address rather than the DNS entry.
Create a security group for tcp ports 1 to 65000 and for source 0.0.0.0/0. It's obviously not to be used for production purposes, but it will help avoid the Security Groups as a source of problems.
Check that you can actually ping your server. This may also necessitate some Security Group modification.