connect to project server 2010

Hi,

I am trying to connect a remote Power BI desktop session via VPN to a Project Server 2010 instance for both the reporting DB and Analysis Services.  The client is running SQL Server 2012.  Can anyone provide me instructions on how the autentication should be setup to do this?  I've tried using a valid login account but it fails with an authentication error.  I believe there is some type of anonymous access account that needs to be setup since I am on a vpn connection but I can't find any instructions. 

Thanks for your help