Alright...
First, do you have a router for your Windows machine? You're going to need one so you can set up port forwarding. You'd go into the settings of your router and set open up port 3389.
(This is assuming you are on Windows XP Pro)
Second, right click on your My Computer and pick "Properties". Now click on the "Remote" tab. Then make sure you have the "Allow users to connect remotely to this computer" button CHECKED.
Now if you know the IP of your windows machine, fire up the Remote Desktop, and punch in the IP and you should be set.
If not, go to
http://www.whatismyip.com(on your Windows Machine).
Keep posting if you have any more questions.