Even after you properly setup the SSL certification, you may still see the error if connect from local network, as the VMRC tries to use local ip to connect. Local ip will not match any domain name from your certification. Try to add an entry in you local machine host name resolve, for Windows edit c:\windows\system32\drivers\etc\hosts by add a line of "<local ip> <domain name of server>", for example:
192.168.1.10 vm.mydomain.net