This will be pretty trivial between the two linux boxes...
From the client type: xhost +
Then telnet to the server, login and type: export DISPLAY=<ip of client>:0.0
Then just run whatever X application you want. viola, it shows up on the client.
On the windoze machine, this isn't even possible without special software. However, there's a program called VNC that does a great job of this for you, and the best part.. it's free
If you have Mandrake 8.1, you probably already have it installed on the server. If not, go to http://www.uk.research.att.com/vnc/
for the server software to run on the linux machine as well as the windoze viewer program to access the server.
If you do choose to use VNC (and I highly recommend it), setup a new user on the linux server soley for this purpose and run it as that user.