Did you make exceptions in the Windows firewall?
If that is not the issue, since its not working, I'd just uninstall (see the FAQ) - only the XAMPP installer is really installed in the Windows sense, then delete c:\XAMPP.
Then run a fresh install, if you search the forum you will find this is often the trick. Sometimes things just don't work quite right.
Be sure the user you are installing ans using XAMPP with is an administrator.