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But how do I make it working over internet ?
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But how do I do that using .net ?
its not really a .Net issue - its a Network Communications/Security Issue - you need the correct External/Public TCP/IP Address, NAT, Route, Security etc to be set up
its not impossible - that is, if your organisation allows direct connections into the 'internal' network space from an external computer.
You don't say what/if you have a firewall between you and the outside world, and the steps required are going to be different depending on if that's a single firewall, dual firewalls inner/outer and a DMZ inbetween them etc
The 'Safest' way to do this, from a security point of view, is as you point out above - you have an external proxy, and you make an outbound connection to that proxy, something on that proxy hooks up the 'other side' of the rdp connection - obviously, one assumes you'd be using secure tcp/ip protocols here as well - this is the essence of how things like TeamViewer work
Assuming you have a simple single firewall type setup, or its all done on your ADSL router, you need :-
a) A Fixed/Static External/Public TCP/IP Address the remote RSP Session can connect to you on (or, you can use a dynamic address, but its a PITA to reconfigure every time that changes, not very practical)
b) You 'NAT' and or route the external tcp/ip address to your local/internal PC address
c) You allow inbound communications from (the external tcp/ip address) to the NAT or Local address of your PC, only TCP/IP on port 3389 (only allowing a single external tcp/ip address in goes a little way to stop you being hacked)
They are very rough steps, you really need a network security professional to analyse your setup and advise whats safest and best for you