It's program based. XP Pro has a built-in one, but for simplicity, I use and suggest LogMeIn:
http://www.logmein.com.
You don't need to install any software on the computer you connect *from*, and it's very easy to set up on your own computer, too. Don't let all the prices fool you - the basic service is free. You might be given a free trial of the Pro version, though
