If you want to know how, then I was making a basic error. The Odyssey client replaces the Windows connection thingy. The installation of it is meant to disable the Windows one, but for some reason it wasn't. Once I'd disabled that, then I could use the odyssey Client to set up the required security. I can then use Config Free to manage other things (like the home page that I want at home/ work).
I'd thought that it was Odyssey & Config free that were arguing before, whereas in fact it was Odyssey & Windows.
Now I'm happy :-)