What Tools ocx to use

Hi, I am new to socket programming. I have created an application in vbdotnet which uses winsock controls, its like a simple sever client application where the server listen waits for the client to send a text. When the server receives the text, it will send it back to the client. When I run the program localy in a network machine, it run smoothly, the server receives the text and send it back to the client. But when I run the server on a remote desktop session, while the client through a local pc which has a DSL connection, the client client can connect to the server but does not receive any data, I noticed when I connect to server (through remote desktop session) my IP address was change to different IP, I guess it uses the IP address of DSL modem.

I guess when the server (running to remote desktop session) sends back the data, it uses the DSL modem IP and not my local IP.. Do you have any idea how can the data pass through my DSL IP and goes direct to my local IP?? Can you guys advice me on this.

Thanks! God Bless