How remote logon to Win XP

I can't logon remotely ....
I have a Win XP machine in the DMZ of our network, and can ping it from
remote location. I have configured an incoming VPN connection on it - and
selected 'all users' during the setup wizard for the VPN connection.
All machines on the network are part of a work group, rather than a domain.

I CAN logon a user AT the machine, but when I try remotely - with a UserID &
password combination, leaving domain = blank; it says the logon details are
invalid.

Do I have to do anything extra to allow REMOTE logon for users?
Any ideas what's wrong?
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Thanks ... Barry