Hi,
The main problem I had with my headless PC prior hooking the HDMI dummy dongle was power management, after a couple of hours the PC went to sleep, no matter what power options I was using. I never managed to access the BIOS configuration, there might be an option in my bios to workaround this problem.
Connectify is a good piece of software, I am glad that it worked for you.
Cheers,
Jose