Okay so I am a noob to linux but not PCs in general so I'll get to the point here. I'm trying to connect remote desktop from a windows PC to a server (yes I noticed if you mention ms or windows you should post in general, but I'm not allowed since this is my first post). So, first here are the specs:

Laptop:
Dell AMD E-450 APU with Radeon HD Graphics (1.65 GHz)
4 GB RAM
Windows 7 (64-bit)
Internet: Cable modem 15mbps/2.5mbps

Server
OVH Kimsufi Intel Atom D425 1.8 GHz (512k cache)
4GB RAM
Ubuntu Desktop 12.04 "Precise Pangolin" LTS + x2go (64-bit)
Internet: 100mbps/100mbps dedicated line

So I have been able to set the server up and I have played with it a little bit and gotten more comfortable with the commands, but now I tried to connect remote desktop and I get this:

http://s5.postimage.org/y15sp6dif/remote_error.jpg

So I tried to do a little research and my guess was gdm wasn't running. So I installed it and started the service okay, but I keep getting that same message. Is it a display problem? I don't know whats going on or on which end. I assume it's at the server end somewhere because I'm pretty proficient with windows.

Any help would be greatly appreciated.

You can't use windows remote desktop protocol. You can install VNC Server or something similar. But the traditional way to remove into a Linux machine is SSH which is a command line interface which if you using windows you can download putty.exe. If you need X11 aka graphical support than VNC server is a good choice to go.

Doesn't Ubuntu Remote Desktop use VNC? (I don't know, I've never used it - I am guessing here.) And does Windows "Connect to a Remote Desktop" client support VNC? (I would doubt it, but I don't know much about Windows).

I would suggest making sure the two pieces of software you are trying to connect know how to talk to each other. You could always just install a VNC client on the Windows box. There are many free ones. TightVNC comes to mind.

But I will suggest a much better solution. Look into "NoMachine NX". Google that to find their website. They have free clients and servers available for many platforms. Chances are, all's you need is the free version (although they have paid professional versions as well). NX works great. It is the fastest desktop sharing I have ever used. Much faster than plain old VNC. Plus, everything is encrypted for added security.

I believe the Ubuntu repos have "FreeNX", which is a free version that was made back in the day when NoMachine (that's a company) was giving away their clients for free, but you had to buy their server. Thus FreeNX came along to fill in that server gap. However, now that NoMachine is giving the server away for free too (not the non-professional version though), there is really no reason for FreeNX and you might just be setting yourself up for troubles trying to mix FreeNX server with NoMachine client. I have done exactly that, and it worked. Eventually it broke (I have no idea what went wrong), but instead of troubleshooting it I chose to uninstall FreeNX and put on NoMachine NX in its place. I figured NoMachine talking to NoMachine would be more robust. It has worked perfectly, and has some features that FreeNX does not have. I also had found some glitches in FreeNX where I had to manually kill processes and remove files that were not appropriately cleaned up after I terminated a session.