When I accept a Remote Assistance request in Windows Live Messenger, I immediately get the following message:
Reconnect to Messenger
Your connection with Messenger has been lost.
Reconnecting in 0:59 seconds.
The person requesting the assistance sees that I've accepted the request but they don't see any problem on their side.
However, if the other person emails me a Remote Assistance request file (Invitation.msrcIncident), I can connect to them with no problem. Because of this, it doesn't seem to me like it's a networking issue. It works with my Win7 firewall off or on, and I have TCP port 3389 forwarded from the router to my machine. But I get the same results whether the requesting side is inside my router or outside of it.
I'm on Windows 7 Ultimate with the latest version of Windows Live Messenger (Version 2011 - Build 15.4.3555.308). The requesting side doesn't seem to matter, but I've tried it with XP and Windows 7.