Connecion failed Could not connect to server

Connecion failed Could not connect to server

I have an HTC Evo 4G running 2.3.3 Gingerbread, trying to connect to a Windows Vista Home Premium 32 Bit. I have checked the fire wall, right clicked my computer and I still can not get logged on, whether it is 3g 4g or Wifi on the same network. When trying on 3g it does take time to load but it eventually comes up as could not connect to server.
When running the set up wizzard on my pc it wont install the VNC I have an X on that and it wont configure the password there is an X on that as well.
I do get a check next to the configure auto discovery.
Can anybody assist me with what may be causing it to not connect?