After crawling through all these issues I didn't find my problom, so I would like to describe it in this new thread.
Remote access to my WHS works OK. I can login to the WHS and WORK with folders perfectly. Trying to logon the console fails. There is no password window displayed. Just the tiny screen with the blue backgrund, but no window to login with the password. OK and CANCEL is displayed. After clicking on OK, of course an error is inicated with "...arguement expected". Meanwhile I did all the checks on the router (80,443,4125). Same situation from inside the network (with https://...), outside on three sites. IE7 handles my domain as a trusted site, security settings all checked and put to high risk just to see a difference.
Finally I wonder why the login window for the admin password is not displayed. Btw: same problem while trying to access a connected client computer.