Thanks for your help. I actually just found the ssh option in options -> Sharing and under the services tab. It works now. The problem is that under the firewall tab they actually tell you that it is ssh but under the services tab, you have to enable it and then look for the small text that tells you it's SSH.
The problem I had before is that all I did was make an exception for the firewall so it would let the connection pass through but I didn't start the service. Knowing Mac OS X, when you do one thing, it does five more things that your going to need to do by itself; I'm surprised this isn't one of those things. I guess there's room for improvement no matter what OS your run.
For anyone else thats wondering how to do it, under the services tab, just enable "Remote Login". Thanks again bbloke.