I had a similar problem and my setup looked like this:
Client: Windows 7 x64 on the private subnet 192.168.1.x. Starting Visual Studio 2010
Server: Windows 2008 R2 Standard SP1 with a public IP address
Both client and server where they are autonomous. That is, there are no domains, just workgroups.
VPN connection from client to server, and when I connected the client, I got ip 192.168.0.131 and server 192.168.0.130.
Disabled all firewalls, etc. for a VPN connection, created identical users on the client and server and the same password.
Ping, network resources, etc., working without problems on a VPN connection. But I got the same error message from Visual Studio: "The remote Visual Studio debugger on the target computer cannot connect to this computer. The firewall may prevent the exchange of data through DCOM to the local computer."
The solution for me was to change the name of the workgroup on the client to the same as on the server. After that, everything worked perfectly.
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