What Distro are you running? If you have Ubuntu, just open Synaptic up, and search for "VNC" and you'll get several. "tightvncserver" or "vnc4server" will do. If you install either of those, you should just be able to run "tightvncserver" or "vnc4server" as sudo, and it should give you the instructions. Once you get it set up, just install UltraVNC
on your XP Machine and Connect to the Linux Box.
That'll allow you to Remote control it. But, last I checked, won't allow you to control the active session. It'll create a new one. I had to install x11vnc to control the active session in the past. If you're using Gnome, I do believe under "System" and either "Administration" or "Preferences" There is an option for remote control that might work better for you. I haven't messed with that option recently. It might do what you want.