I think Raichu is right on that one, you don’t need to portforward if you use your Local IP adresses. Well, at least that’s how it works at my place, too.
You need portforwarding when you connect to your server from the internet and the host computer isn’t alone on it’s network, so the router needs to know that connections on port 4000 (for example) need to be routed to the host computer.
When you connect to the host computer from within the network, even from WLAN to LAN or vice versa, you just need to know the Local IP adress of the host computer and connect to that. The router just transmits the connection normally, no need for portforwarding.
So, as Raichu said, the problem may be the firewall in this case. Make sure your firewall lets the server accept connections on the host computer and lets the client make those connection attemps from your other computer.
Please not that everything I just said is not the absolute truth. =P
It is based on my experience, and on the fact that my laptop is connecting just fine from WLAN to my server on the desktop computer on LAN.
Your results may vary, though I don’t think they will. =)
EDIT: Your problem may also be caused by the fact that your LAN and WLAN adresses are not on the same sub-network. For example, your LAN may be 192.168.0.XXX while your WLAN is 192.168.1.XXX . With the classic subnet mask of 255.255.255.0, this would cause the two networks to be separate… Though I think it would still work if you input the right adress… Anyway, just a thought.