First of all, make sure you have actually installed the server. You need to have both MediaMonkey (the media player itself), AND the MediaMonkey Remote Server for this to work. Go to www.mmremote.net to download it.

Next, make sure you have allowed the server to communicate through any firewalls you have installed. This is usually done in the firewall’s security settings. Note that most newer Windows systems have an integrated firewall (Windows Firewall). Look at this question for a description of how to make the Windows Firewall allow the MMRemote server to communicate: How do I configure the Windows Firewall?

If you have the Windows Firewall, it may have blocked the server even though you allowed it through. Look at this question for more information about that: Why won’t the Windows Firewall allow the server to communicate?

If you are sure you have let the server through all firewalls, you need to make sure the client and server are configured correctly. Take a look at this question for more information: How do I connect to the server?