International Audio Chat with MSN Messenger

I am trying to do an audio chat with a friend in Japan.
We can successfully use MSN Messenger to Chat with
whiteboard, and see each other with video, but when we
try to add the audio it doesn't work. My friend in Japan
can successfully chat on her computer with her other
friends in Japan but not with me. She has the computer
properly configured and proper audio equipment
(headphones with speaker) as do I. She has Windows XP
and has the latest version of MSN Messenger software, as
do I. Is there some sort of incomopatibility between
Japan and USA that prevents the audio from working? Or
any other ideas why we can do the written or video chat
functions, but not the audio? Help would be
appreciated...