Found this thread, same problem. Installed latest RMS on a Windows XP box. Allowed my router to see the machine RMS is installed on (Windows Xp SP2). Using http://www.canyouseeme.org, when the RMS in not running I get a connection time out. If I start my RMS server and run the check, it can see that the port is now being listened to. So far so good. However when I use the RMS test tool http://www.boonex.com/rms.html I get a connection failed. When trying in base setting I also get "can't see more connect".
There must be something fundamental and simple stopping this from work everyone so I hope you all haven't given up cause I need to get this working and can't find anyone providing cheap and reliable RMS hosting services.