I've never used Apple Remote Desktop, so I don't know for sure... but it's my understanding that this is just for Mac-to-Mac remote control, so it wouldn't work with Windows.
I have, however, used the Remote Desktop app bundled with Microsoft Office, and that does work with Windows. Even though it's not a universal binary, it runs just fine.
For a free alternative, though, I'd suggest looking into RealVNC or another open source VNC server to install on your Windows machine, and then get a VNC viewer for your Mac. The program Chicken of the VNC is a good choice for that.