• Connectivity to the remote computer could not be established
• Can't Connect to Desktops after Installing XP SP3
• Attaching a Windows 2008 Terminal Server
• 404 Page Not Found error when trying to access RWW

I found that when I tried to "Enable files or folders to be transferred" to map my local drives when clicking on "Connect to my computer at work" it would fail to even connect, saying "The client could not connect to the remote computer". This turned out to be that I had to tick the "RDP" exception in Windows Firewall to allow port 3389.