I have a server running on Windows 7 Professional and want to manage it with my Mac. I don't have a second monitor so Remote Desktop is just perfect.
PC and Mac share the same local network at home. I have a WiFi router and both of them have access to the internet.
I downloaded Remote Desktop Connection for Mac, a free program from Microsoft. My router has a DHCP table where my PC is listed with the IP 192.168.1.39. Remote Desktop Connections are activated in Windows (the medium setting, less secure).
When connecting to my PC, I get this error:

Finder does list my PC, but says "Connection Failed":

EDIT: After activating Remote Desktop Connections on the PC, I now get this prompt when trying to connect from the Mac:

What kind of credentials are they really asking for? My windows account name + password does not work here. And what's up with the domain? By default the IP of my PC was entered there.
What must I do to make this work? Do you know of any complete tutorial that also tackles the networking problem which is probably the root cause?