Virgin Broadband2Go USB Modem not working with MS RDC

Please help! I use this 3G modem when I am away from home. Works great for connecting to the internet and getting mail, but I cannot get it to work with the MS Remote Desktop Connection Software so I can connect to my work PC. It always returns a message that it could not connect to the PC. The message is returned immediately like it did not even try.

If I disconnect the modem and just use my wifi router I can get the MS RDC to work flawlessly. I need it to work through this modem as I am not always near wifi access.

As a side note, I tried this modem on a Vista PC and RDC worked fine through there so I have a feeling there is some setting that needs to be tweaked.