As Simon says a software firewall, in your case XPs built in one, is independant of the routers firewall.
So if your son has one on his pc that wont affect your pc and vice versa.
IE uses port 80 for HTTP which is usually open by default on a routers firewall and XPs built in one.
Try temporarily disabling XPs firewall as Clive explained, you only need to do it on your own pc for now though, see if you can connect.
If it still wont connect re enable it again.
If that hasnt worked then in case there is something in your settings that has restricted access to that particular site then in Internet Explorer go to Tools, then Inetrnet Options then Security then click on the icon for Trusted Sites then on Sites and add :
www.rmcangling.co.ukIn the Add this website box and then click ok.
Try and connect to the site after that and let us know if thats worked or not.
The following is not relevant to your current problem but is a brief explanation of what a network and a router is for and does for your own and any others interest
Having 2, or more, pcs on a network ( a "local area network" which is what you and your son share is called a LAN) using a router only means that either one can connect independantly of the other to the net.
I will leave the file and printer sharing side out of it at this time.
Most routers have some form of NAT enabled firewall which protects all the PCs on the LAN.
Usually you can configure the NAT of the router through its control panel from any pc on the LAN by typing its IP address in internet explorer and entering the administrator username and password to log on with.
Once logged in then you can open various ports for each PC on the LAN that requires it for different applications by telling it which port or range of ports to open for which PC by using that particular PCs IP address.
As I said earlier, IE uses port 80 for HTTP and this is open by default to all PCs on the LAN.