UltraVNC

I'm still lost. Do I want the VNC Running as a service or not? If not then what is this viewer thing?

I have my router configured and I made the exe file for my friends to download and I even see the request from them to connect and that is where is all stops.

I have ultra vnc server running on my computer and they download the exe. When they run it I receive the prompt to accept and when I click ...