On the Windows PC, click Start, click Control Panel, and then click  System, 

or Start - search: "remote settings"
 
Select "Allow connections...."



Make sure not to enable NLA (Network Level Authentication). NLA is a special protocol, which does not give much extra security, but makes everything very complicated.

Very old Windows OS types , such as Windows 2003, may not support the security protocol, which is used, if "Give NLA Warning" is enabled in mocha rdp, menu - configure. Try turning this option off, and connect again.