Connecting to lan via internet

We have small NT 4.0 server base domain.
We have a T1 line with a SonicWall Pro firewall. I have the firewall set up to allow me to access to the lan but after I type in the IP and then the user name and password it tells me that I have privilidgedaccess and then I do not seem to beable to go anywhere else. Do i need someother software setup to enable me to connect to my seat on the lan? If so can you tell what.