Out of the box, Windows XP doesn’t have Remote Desktop enabled for connecting in to the PC.  You can access the registry of the remote machine and change the setting that will allow access (at least to administrators).

The target PC must have remote registry service enabled.  If it isn’t, you can open services.msc and connect to the remote PC and start it.

The next step is to open regedit and connect to remote PC.  Look for the following Registry key:

HKLM\SYSTEM\CurrentControlSet\Control\Terminal Server\fDenyTSConnection

Set the value to 0 to enable Remote Desktop, or 1 to disable.