As above really.
On PC I use TightVNC on the computer with PresenceVNC on the phone.
Windows firewall maybe blocking the service.

If your using the service remotely i.e. via 3G or on a different network.
You will need to port forward 5800 to your machine. You'll also need to know the external IP and/or setup a DDNS service.

IIRC I had a problem using a password longer than 8 characters.
Try without a password first, then secure it when you know it works.