I have kept on searching all the forums etc that I could find and
finally found one that gave me the answer. I was correct in that it
was a stupid check box.

One of the things you have to do is set permission for remote
connections and one of the boxes on the first tab is "Ask you for
conformation"! I unchecked that and now it is working properly!

Next is to get the router setup etc so we can do it "online"