Personally I can't get the ssh client that comes with X-win32 to work properly, so here's exactly how I do it:
Load x-win32, somewhere in the configuration you can add which hosts are allowed to connect, put the hostname/ip of your linux box there.
to ssh into the linux box, once you get into the shell, type "export DISPLAY=192.168.0.1:0" substitude 192.168.0.1 with the ip of your windows box, or the hostname if the linux box is able to resolve it(hint use /etc/hosts if there's no dns server). You can configure the ssh server to do this automatically, just need to uncomment some options in /etc/ssh/sshd_config, can't remember what they are on top of my head.
Then run your X apps(xedit, konqueror etc) with the command line, inside the SSH session. You can also launch a window manager (startkde, gnome-session) but from my experience X-win32 doesn't handle them very well.
On a side note if you want to remotely "control" the desktop of the linux box then try Tinkster's suggestion, VNC is designed for this purpose.