1. Setup Windows VPN server.
Open Network and Internet Connections in the Control panel. In the open window, click Network connections. Under Network Tasks, click Create New Connection to bring up the New Connection Wizard. Click Next, select Set up an advanced connection, and then click Next. Select Accept incoming connections, and then click Next then Next. Select Allow virtual private connection, then Next. From the User Permissions window, select or add the users allow to make the connections, and then click Next. At the Networking Software, highlight Internet Protocol (TCP/IP), and then click Properties. Either select Specify TCP/IP address, enter the address range or select to use DHCP, then click OK.Finally click Next and Finish completing the setup.
2. Enable Remote desktop Access. Forget this; Ubuntu won't be able to make connection to Windows XP system.
From Control panel, click Performance and Maintenance, then System. Select Remote tab, Select Allow users to connect remotely to this computer, and then click OK.
3. Setup VPN client on Ubuntu.
From Applications-> Ubuntu Software Centre, enter pptp in the search box, select and install PPTP VPN Connection Manager package. Reboot Ubuntu. Click the Network Manager in the system tray, select VPN connection-> Configure VPN… then makeup a connection name and enter the IP address of the VPN server with user name and pass word, then click Apply and Close.
To make VPN connection, from the Network Manager-> VPN Connections, then double click the connection name just created. When a lock logo showed at the upper-left corner of the Network manager, the Windows XP VPN server is connected.
4. Startup remote desktop
Bring up Application->Internet->Terminal Server Client. Enter the Computer IP address or hostname, select Protocol to RDP, and then click Connect. The Terminal Server Client will display the Windows XP login screen. Enter the user name and pass word to start the remote desktop session on the Windows system.