The most likely cause is your firewall is blocking the communication. You have to allow both the configurator and mach through the firewall. Also, if you have a newer PC with a Gigabit Ethernet port it will be able to 'auto crossover', i.e. it can talk with an Ethernet device directly over a regular Ethernet cable. Older Ethernet ports cant do that and will require a cross over cable.
Also, the first time you fire up Mach with the ESS you will get the message that it can't find the ESS, you have to go into the ESS configuration and set the IP address, if it connects it will save the IP address in your profile. If it does not connect it will never save the IP address you just entered.