Found this information in  http://www.realvnc.com/pipermail/vnc-list/2006-January/053891.html. For record, I want to keep this in my blog.

User-mode is that VNC runs under the currently logged-on user’s account and if that user logs off or reboots, the computer, VNC won’t run until that user logs in again.

Service mode means that VNC runs as a “service” (like your antivirus software, etc) and just sits in the background waiting for a connection. Listening VNC Viewer means that your viewer is waiting for the server to contact it and initiate a “reverse” connection — i.e. the server connects to the viewer instead of the usual way around. This is useful in cases where the server computer is behind a firewall that the user doesn’t have control over / access to modify, and the viewer computer is either NOT behind a firewall or has the correct port(s) open on the firewall, typically port 5500.

John