Ok so I did some testing and found the following

After installing VNC on my laptop and connecting OK, I found that Norton Anti virus/Firewall was actually stopping the application from connecting on my desktop EVEN though it was switched off... Geez I hate Norton it's the most inefficient software ever...

Uninstalled Norton and PRESTO... connected.

Next questions is, can I connect instead of locally from somewhere else. Like I want to connect to my home pc from work, but my home connection uses Rogers Wireless, I have a cable modem and linksys router, is this possible to configure so that I do not have to connect in the same vicinity (locally)?