This article address the issue when you want to connect to a server or client machine through the RWW and you get a VBScript: Disconnect error telling you that you can't connect.

Verify that TCP 4125 isn't being used by another process:
From a command prompt type in "netstat -aon | find "4125"
Make sure that nothing is found.  If something is found find that process
and see if you need it to be running on 4125.

This step will tell us if the end to end connection to port 4125 can be made from the client to the SBS server.
Go to http://isatools.org and download winsocktool.msi
Install it on the SBS server
Launch the winsocktool
Configure the tool for:
    Mode: Server
    Protocol: TCP
    Local address: 0.0.0.0
    Local port: 4125
Click Listen
On your external client open a command prompt
type telnet <external ip> 4125
Verify that the telnet session connected by typing some thing.  You should
see it on the winsocktool console.

See KB article 828053 for connectivity issue when your client is behind an ISA firewall.