Why didn't this dialog box show up for me?
If you do not see this dialog, that means that iTeleport Connect detected that you already have a VNC server running. This could mean that you already have Screen Sharing enabled or have a third party VNC server such as Vine server running.
What if I want to do it myself?
To manage screen sharing manually, go to System Preferences > Sharing, and enable Screen Sharing. Then click the Computer Settings button, enable the option for VNC viewers to control the screen with a password, and enter a password manually. When you connect in iTeleport, you will need to enter this VNC password there.
What if I already have a VNC server running?
If you've already set up a VNC server, iTeleport Connect will not ask you to manage screen sharing -- and it will proceed with connection. Make sure you've set up a VNC password on your VNC server (for Screen Sharing, Apple Remote Desktop, and Remote Management, you can set up a VNC password by clicking Computer Settings, enabling the option for VNC viewers to control the screen with a password, and entering a password there). Then when you connect with iTeleport, it will ask you for your VNC password -- enter it there as well.
What if I want media key support or low color support?
Currently, these features are only supported by Vine Server. If you want these features, do not let iTeleport Connect manage your VNC server, and install Vine Server from here before running iTeleport Connect.