Your choice on the firewall, but I offer no firewall support. That's the domain of, in this case, McAfee.
My guess is you blocked the port you assigned to the TightVNC server.
As per your instruction I installed TIGHTVNC on my desktop and laptop and it works as I am on same network. But when I installed to remote computer which is in NJ and I am in TN. Both are brand new Dell XP sp2 computers and when I try to connect to NJ computer it didn't work even when I ping the IP it is not working. I uninstalled MCAFEE firewall from my desktop but MCAFEE firewall is still installed on remote computer. Do you think this prevents me to ping and connect.
Your help is gretly appreciated.