could not connect to server

could not connect to server

I have a couple of computers on my LAN that can connect to a windows server located externally. I have recently purchased the wyse software for my ipad but get an error indicating that I cannot connect to the external server. Are there any special settings I need to set on the windows machine for this to work? when I connect to the windows server normally I get a warning about how rdp cannot verify the identity of the the computer I want to connect to.
Please help, this is frustrating.