http://xlivecd.indiana.edu/
Get this, burn it to a cd, then run it on your MS box. Once you get to the CLI, you need to type in
Code:
xhost +<IP of Server>
You will see a message stating that it has been added as an authorized server. Then, on you Unix box,
Code:
export DISPLAY=<IP of PC>:0.0
and enjoy. I have done this many times to install Oracle on our Solaris boxes, and can't see it being much different for HP.