If you have an sbs 2003 server and are using remote desktop, when you attempt to connect to one of the computers on the network you may receive the following message:
Connectivity to the remote computer could not be established
The typical cause of this is if you have a hardware firewall you need to port forward 4125 on TCP to the servers IP address.
See http://forums.techarena.in/small-business-server/385504.htm
for further info.