Hi there -
Have you enabled RDP on the PC. If you are unsure on how to do this i have found a link for windows 8 below.
click here it is enabled if you can try a test by disabling the firewall an re-running the connection this will ensure it is not getting blocked.
If your still having issues if you can provide the exact name of the app you downloaded someone reading this post may of used the app and come across issues before.
I hope it helps