I connect to a windows fileserver on my network using vnc and I've been able to successfully get it to work. The only difference is that I havn't tried ARD 3, because I decided to go for a free alternative. I used winvnc on my PC and use Chicken of VNC on my mac and it connects perfectly.
My first plan of attack would be to disable any firewalls you have enabled and try it then, if it works then you know its the firewall. Does it ask you for a password? If not, then its either your firewall not allowing it to enter into the computer or the service isn't running. If so then you probably have the wrong password.
Let me know if that helps