There are three main reasons for this error:

1. You have not installed a VNC server on your PC. If this is the case, please follow the setup guide for Windows to set up a VNC server, then try again.
   
   
2. You have a corrupt firewall installation that is blocking access from the same computer.  To fix this, uninstall and reinstall your firewall application (e.g. ZoneAlarm).
   
   
3. You have installed a VNC server, but it is not on the default port (5900). To check if this is the case, double click the TightVNC or UltraVNC statusbar icon, and look at the "ports" textbox to see if it's anything other than 5900 (if it's gray, that's fine -- as long as you can see 5900 in a box, you're good).  If it's set to anything else (e.g. 5901), you need to set the Local Port option in Jaadu VNC Connect to correspond to that VNC port (e.g. 5901).