In order for the card to talk directly to the computer for the purpose of transferring pictures, it may be necessary to either reduce your firewall security level, or allow the Eye-Fi Helper process to accept incoming connections (depending on what kind of firewall software you're running on your computer). This would need to be done for regular operation of the Eye-Fi card.
If you will always be transferring photos via Ad-Hoc wireless connection to your Eye-Fi card, then when you set up the ad-hoc network, you may be able to select a lower firewall security setting for that network (again, depending on what kind of firewall software you're running on your computer).
My cameras: Nikon D90, Panasonic ZS7
My Eye-Fi: 8GB Pro X2