ConnectComputer Wizard

If the PC is on a different physical LAN segment to the SBS

You'll get an error from IIS stating that you've been denied access to the page. For example, if your SBS is 192.168.16.1 and the PC you're trying to connect is on the other end of a VPN tunnel, on 192.168.17.x, you would need to allow that subnet to access the default website in IIS.

In IIS Manager, Properties of the Default Website, Directory Security tab, IP restrictions, then add the remote subnet.

Warning: Be careful not to restrict access to just the local and remote networks for other webpages, eg. exchange and remote. The only pages you want to affect with this change are connectcomputer and companyweb.