On the XP, go to Start, All Programs, and Accessories. There you will see Remote Desktop Connection.

You will need to make sure you have RDP setup on the computer you want to remote into (the host).
http://www.howtogeek.com/howto/windows-vista/turn-on-remote-desktop-in-windows-vista/

If you are using a router, you will have to make changes on that as well.
http://helpdeskgeek.com/networking/configure-router-for-remote-desktop/

You will need to know your IP. Go here and it will tell you, plus how to find out what it is if you are using a router.
http://www.whatismyip.com/

I'm still working on my setup. I will try and start DF in a lower resolution and maybe that will work. I also screwed up last night and RDP from my own domain, so I do not have the correct setting while doing it from outside of my house.