Make sure you enable the http interface under network settings.

also see below:

Notes for Firefox users
GoAhead web server XBMC uses is not compatible with Firefox when password is enabled and default Digest authentication mode is used. You can work around it by setting password normally, then editing web/umconfig.txt and changing each "method=3" line to "method=2" and restarting your XBMC. This causes web server to use HTTP Basic authentication, which does work properly with Firefox.

If you modify web server password from XBMC settings menu, umconfig.txt is rewritten and you will have to apply this fix again.