If I understand correctly you want to connect TO the Windows XP box.
First you have to enable remote connectivity on the Windows box using Remote Desktop.
I'm not 100% sure how to set this up as I'm no Windows guy but certainly for XP PRO the remote desktop is included.
For XP Home you can download it FREE from the M$ site or you can get it off a Windows XP PRO CD.
Then to connect just use the inbuilt SUSE RDESK (or Rdesktop) -- I'm not sure of the exact command but the program is 100% compatable with windows connectivity.
Type your IP address of the Windows box (or host name if the DNS is working) and away you go. --Note however that Windows XP only allows 1 user so anybody logged on to that windows box will be "a--ho-ed" off it.
Windows 2000 will allow up to 3 (or 5 I think can be "hacked) simultaneous users so you are probably better off using W2K if you need multiple concurrent connections / users on the Windows box (unless you are willing to pay for Windows Server 2003).
(For the other way round - Windows to Linux use something like Secure SSH to login, and if you need a GUI (KDE, GNOME etc) start vncserver on console 2. You'' also need a VNC client piece of software on your windows box - RealVNC
or Tight VNC work fine and are free.)
Here's a snapshot of Linux==>Windows and Windows===>Linux
http://www.1kyle.com/rdesk.jpg
Cheers
-K