Remote Desktop Connection

I am having trouble connecting to my windows computer through the remote desktop at home. I was able to get the remote desktop working while at work on the wireless network there, however I can not get connected at home. I get an error message that says it is not supported on this computer. Some one at work installed a VPN on my MacBook Air and I can connect to the VPN, but still can not get the remote desktop to work. Any suggestions would be great. thanks.