Make sure there is at least 1 folder being shared out on your Windows box, then try:
From Finder, select "Go" then "Connect to server" (or cmd+k).
Type in: smb://111.111.111.112 (use your computer's actual IP address however).
And hit "Connect".
It should open in a new window, and stay connected even if you close this window (it will show up as a "place" in finder's new sidebar).