As long as you have the firewall rules (if you have one) sorted eg allow port 3389 to x-ipaddress you will be fine with remote assistance with XP and Vista,
If you want to get a little more clever enable remote deskops RC My comp - Remote tab,
Being honest i only use vnc for my linux box and that is very rarely as i used putty to do most of the work. RDP is a very usefull and low bandwidth tool. Biggy tho make sure you open you firewall to PORT 3389 - NOT EVERYTHING