Nick and Paul,
Thanks for your replies. Nick, you said: "Going forward, we'll probably try implementing a feature to test all available connections simultaneously, choosing the best one automatically. This would be much more intuitive than requiring user intervention."
I think this is a great idea. Doing this manually can be a PITA.
Paul did bring up a good point though. Why is my iMac not connection when the WiFI on the iMac is off? Shouldn't it be able to connect automatically with the iMac connected via wire to the Mac Pro? Am I missing something? Thanks!