I remember when MS was developing Cassini - I believe they rolled it into VS 05/08, so I think this is a Cassini web server question.
I am using Windows XP with Vi
Sorry for answering an old question, but it ranks in Google so I decided to add my 2 cents:
In VS 2010 there's an option to use "IIS Express" instead of VS Development Server, which allows remote connections by default.
UPDATE: current version of IIS Express does not allow external connections by default, see HERE on how you can enable remote connections.