Configure Network Security Group to allow traffic through to my Virtual Network

From Alex Coffey @AlexCoffey2 via Twitter

I am trying to configure Network Security Group to allow traffic through to my Virtual Network; No Joy. VM to VM traffic works fine. 

@AzureSupport asked: Were you using the steps outlined in this article: aka.ms/d10028261 ?

I can only connect via 3389 based on this configuration.

@AzureSupport provided: aka.ms/f1002826

Documentation did not help resolve issue. Could it be a subscription issue? I am using my Azure credits with my MSDN subscription?

@AzureSupport provided: aka.ms/d10028260

I've gone through documentation; no joy.

Question submitted via DM

Thanks,
@AzureSupport