Do you have an x windows server running on the XP computer? Putty can forward the X traffic to your x server, but it can't display the program itself.
If not you need to install one. One option is cygwin/X. This will also give you a bash shell and utility programs such as grep, sed, gawk, etc. It also supplies the same ssh client that you use in Linux, so you don't even need putty.
There was a similar post recently where a sourceforge x server project was entered. If you search on this site for the terms "putty" "ssh" "cygwin", you will probably find it. That is another option as well as commercial X window server offerings for windows.
Last edited by jschiwal; 08-23-2008 at 11:23 PM.