Hi Paul,
When WinGate is installed on the domain controller you don't need to set the forward zone and you don't need to enter the IP address in the WinGate advanced options, but you DO need to stop the WinGate DNS and DHCP services.
"Connection with the WinGate server terminated" indicates that there is a policy denying you access to the server. There are a few ways to do this, if you remove the Everyone group from System policies and haven't made sure that the administrator is allowed access then you'll lock yourself out. Not having permission in the Remote Control service will also do it. You can have a look through your registry file if you know what you're looking for, or you can email us your registry file and we'll have a look for you.
Alternatively, you can download
this registry file which grants the administrator rights to the Remote Control Service and ignores the default (system) rights. It will over-write a similar policy in the Remote Control service, but it should allow you to get back into GateKeeper and find the problem. Please note that this registry file was created in an XP system, so if you're running an earlier OS you'll need to copy the contents of the file to a registry file generated from your OS.