Hello,
do you have stateful or normal failover configured ? Can you post the configs of your units, as well as the output of ´show failover´ ? How are both PIX units at each site connected (that is, through a switch, or is the failover cable directly connected without any intermediate device) ? And do you see anything in the log files ?
Lots of questions...but I guess your problem must have something to do with any of the above issues...:)
Regards,
GNT