you do not need an internal IP for remote connection with PCA, it will just broadcast the message to the entire subnet i think. bobbydigital did you use the external public IP when you tried to connect? if your IP looks like 192.168.1.xxx than that is not correct.
are you absolutely sure the correct ports are open for TCP & UDP and mapped to the correct internal IP of the host machine? do you have any software firewalls blocking the connection including winXP ICF?