I just installed it and i did have to configure Windows firewall.

Just go into control panel/Windows Firewall and see if its turned on... if you want to leave it on then go into the exceptions tab and 'add port' call it vnc and set to 5900 (or whatever you configure server to use). It should work now.

I noticed that vnc is much faster than RDP when displaying lots of information like images/wallpaper? Anyone know why rdp would be that much slower (than desktop rdp) its like its painting line by line. VNC on 800 is about the same speed as on desktop.