you're firewalled. Forward your ports from your router to fix the problem. You can test your connectivity in the preferences dialog, connection tab.
It could also be because you or your friend have a slow connection... the image updates at the speed of the connection, while in the snapshot, it's local, so it's as fast as it can be.
Thanks for the reply. We have both DSL, and with Windows I didn't have this problem actually. I will try to forward the ports.