Thank you for your reply. I have downloaded RDC Man but am not sure whether this makes any difference.
I have now tried to connect using RD Gateway Server but it won't accept my usual username and password. I think that it may be that I've not entered the server or computer address correctly...
I have a new Windows 8 laptop and need to connect to my work computer.
I used to use a Terminal Services.rdp connection with my old laptop (this was Windows XP) and used to enter my usual work login details to access this.
When I try to connect from Windows 8 - I get a Windows Security screen...