[ultrasoul@Sambaserver ultrasoul]$ ping Ultrasoul->my winxp pc's hostname

PING Ultrasoul (192.168.11.4) 56(84) bytes of data.
64 bytes from Ultrasoul (192.168.11.4): icmp_seq=1 ttl=64 time=0.105 ms
64 bytes from Ultrasoul (192.168.11.4): icmp_seq=2 ttl=64 time=0.080 ms
64 bytes from Ultrasoul (192.168.11.4): icmp_seq=3 ttl=64 time=0.078 ms
64 bytes from Ultrasoul (192.168.11.4): icmp_seq=4 ttl=64 time=0.079 ms

--- Ultrasoul ping statistics ---
4 packets transmitted, 4 received, 0% packet loss, time 2997ms
rtt min/avg/max/mdev = 0.078/0.085/0.105/0.014 ms

[ultrasoul@Sambaserver ~]$ setenv DISPLAY Ultrasoul:0.0
[ultrasoul@Sambaserver ~]$ xmms &
[1] 4592
Xlib: connection to "Ultrasoul:0.0" refused by server
Xlib: No protocol specified


** CRITICAL **: Unable to open display
[ultrasoul@Sambaserver ~]$

My error is shown above that I set the enviroment variable of DISPLAY to
my winxp pc whose IP is 192.168.11.4, but I got the error message of
I can not open the display on the remote server.
why? can you help me?

theres a program called citrix metaframe

Are you running an X server on the winxp PC? if not or you're not sure try this for starters:
http://xlivecd.indiana.edu/

I may be wrong but I don't think Citrix Metaframe supports X11

Citrix doesn't support X. You're best bet is probably to get cygwin and install the X portion of it and fire up the X server on your windows PC.