I would be Careful also, but I use remote desktop alot, and have't had anyone hack me "Yet".......
I would definitly change the Port that you use to connect also, to keep people from knowing your port....
If you have a dynamic or changing IP number, you will need to get an update service, (most are free, like no-ip etc.) so that you have a perm "address" to "phone home" to.....
to set up your computer, just go to start, all programs, asseccories, communications, then Remote desktop connection.......
Then this will open up a box to set up your connections and Options...
Go to h++p://www.microsoft.com/windowsxp/expertzone/columns/russel/august27.asp for an article on how to Tweek your setting to work better.....
go to h++t://support.microsoft.com/default.aspx?scid=kb;en-us;Q306759 to find out how to change the "listening port" used to hook up, AND be sure to REBOOT after changing the port, before you try and hook up, then when you get to the setup box mentioned earlier, just put in the address (bigheadsplace.org
ortnumber) and you are set.....
ALSO just open up HELP on your XP computer and type remote destop setup, and it will help guide you thew........
Just know that when you set your computer up to be controled remotely, you are at RISK.....
I would also use a router with NAT on the computer you will be controlling, it will make it MUCH harder to be Hacked.....
Hope this helps ? !
PS...
The reason I do this is I can connect to my home computer from Anywhere, and I have Camera's Installed to check on my Home and Teens Living there, to Keep them in line, and for Security, it works Great.....I can look into my living room from Anywhere ! !
SeeYa