Yeah, the tech exchange worked out exactly as Skeeter said, Englandbloke.
I can't remember any specific episodes that say when though - it's just one of those things that you know but you don't know how you know it...
Anyways, startrek.com has a brief writeup on the Klingon cloaking device:
The tech exchange is the canon reason why older Klingon and Romulan designs look so similar to each other - they are all of Klingon origin or are Klingon design-based. The real reason is they didn't have a big enough budget to make more models.
In the game, the Klingons will develop Cloaking tech independantly, becuase you can't ensure the Klingons and Romulans will have a tech-sharing alliance in every single game you play, without introducing an unfair imbalance. It would also being extremely boring, since you'd know that they would end up being being allies at some point.
On top of that, it puts a Klingon player at an extreme disadvantage, coz it means they can't open up an entire section of the tech tree without allying themselves with the Romulans - who might even get killed off before you have a chance to trade techs. 8O
So you can see that it makes more sense to have it as an independant tech.