To set up a vncserver on your Linux box, install it through your package manager, then type vncserver into a terminal. If memory serves, it should prompt you to generate a password, then you can access that VNC session from XP with tightvnc, for example, by typing in the Linux machine's IP address followed by :1 e.g. 192.168.1.50:1 You'll be prompted for the password you specified when typing in vncserver on the Linux box, and then it should connect.
Be warned, the default VNC desktop environment is TWM, which is pretty lightweight. I modified the ~/.vnc/xstartup file on my Linux box to be as follows:
This launches KDE rather than TWM, and results in a much more pleasant experience, as far as I'm concerned. I don't know how you'd get Gnome to start, if that's what you're used to.
Hope this helps.