Timeout error with XP Remote Desktop Web Connectio

Short: I keep getting a timeout error when trying to connect to my PC through IE over the internet, using XPs Remote Web Connection.

Long: From my understanding, I can set up WINXP Pro to accept web connections which will act as remote desktops, except over the internet instead of through dedicated dialups. I followed the directions for setup, and I get as far as the log on screen. Then I hit connect and it goes to a terminal window then gives me a timeout error and kicks me back to the log on screen. I know I'm making the initial connection but I can't figure out or find any documentation on the timeout problem. I rechecked the setup and all seems well. Does anyone know how to resolve this problem.

Thanks ...