Yeah, I actually found out that I just need to tick the checkbox. But after going through all the steps in that guide, I still can't connect to my PC remotely through the web. Maybe it has something to do with my PC being behind a router. But I have to use the router, so oh well.
TeamViewer is another good one, I use that a lot for "support" (telling parents how to do things on their laptop), for its simplicity on both ends. It's free for non-commercial use.
I find that Remote Desktop is much nicer to use, all the more so since it's a built in feature. I can almost guarantee the problem you have is that you haven't got port 3389 forwarded on your router. You may also need to set up a few rules in your firewall too (if you use one).