RDP thru gateway server setup

[maxa]

Can any one help me with the setup, I cant make the app connect to a computer under a sbs2011 server. I miss a setting to set the client name.

So if my server (sbs2011) have the adress:
remote.myurl.com

then I use username:
mydomane\username

But where do I fill in that the computer I want to connect to? Lets say its named "max_computer", where do I fill that in? With the above credentials I connect to the server not the client

I use Wan connection from home trying to connect to a computer at work (it works brilliant from windows).
Did choose "RDP/Win Remote Desktop"

Would really appreciate some tips and help for this
//Max