Mongo failed to connect to IP:27017

I want to insert some data into mongo db using Java(on Ubuntu - Eclipse), but failed to connect to db server(on Windows XP virtual manchine). The error is below:

java.io.IOException: couldn't connect to [/192.168.1.72:27017] bc:java.net.ConnectException: Connection timed out

First, I can connect in winXP using mongo 192.168.1.72:27017

Sencondly, I try connect in Ubuntu using mongo 192.168.1.72:27017 (I need to install mongo client using sudo apt-get install mongodb-clients)
And the connection failed again:

MongoDB shell version: 1.4.4
url: 192.168.1.72:27017
connecting to: 192.168.1.72:27017/test
Tue Jun  5 16:19:47 JS Error: Error: couldn't connect: couldn't connect to server 192.168.1.72:27017 192.168.1.72:27017 (anon):954
Tue Jun  5 16:19:47 User Exception 12513:connect failed
exception: connect failed
So far, I did not find the resolution.

But when I connect in Ubuntu to another mongodb server, it connects successfully.

So I think this is because of some configuration about mongodb server in my winXP.