At least in may case, this seems to be caused by having the Cisco Any Connect client (we use it to work remotely over a VPN) installed. See
http://superuser.com/questions/701779/w ... my-osx-boxThese people were actually trying to connect to port 8080 on their localhost, and not on a another device, but the behavior they reported was identical to this issue. When I tried it on my work Mac (which has the Cisco VPN client), I could not get anywhere, even from Windows on Parallels. When I tried it on my personal Mac, it worked without any problems.
It may not be the same thing, but I thought this might help someone.