RDWeb must use External IP to access PC

I have just set up a Server 2008 R2 RDP server.  When I access it via RDP Web Access, using https://mydomain.com/rdweb, then login, I am unable to hit remote desktop using the server name, FQDN, or internal IP.  I must use the external IP address of the network, a 72.x.x.x.  

I found a thread somewhere detailing this issue, but I do not understand how I can implement the resolution myself:

I am not trying to access multiple PCs on my network as we are using RDP internally to run our software, users just need to connect to the single server.  
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You need to allow access to the RDS Session Host from external users. You can do that by either using RD Gateway (preferred method), or allow your RDS Session Host to be accessed directly from the Internet, usually over tcp/3389. RD Web doesn't mediate the connection between the client and the server, it only presents a nice UI instead os using custom RDP client configuration files.
dbestcomputersAuthor Commented:
OK, well I actually thought I HAD to open port 3389, though I prefer not to.  So that makes sense as to why it's currently working via external IP, it's just a UI that connects to the remote IP.  

So, I need to set up an RD Gateway?  That role is installed on my server already, what must I do to set it up further?
Yes, RD Gateway requires configuration.


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Windows Server 2008

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