First, you’ll need to make sure that the computer you’d like to remotely connect to has RDC enabled:

right-click on My Computer
click the "Remote" tab, check the "Allow users to connect remotely to this computer" box, and click OK

Next, you want to make sure that the Windows Firewall does not block the connection:

Control Panel > Security Center > Windows Firewall
under the "General" tab, make sure that "Don't allow exceptions" is not checked

Now, you’ll need to verify that RDC is in the exceptions list:

click the "Exceptions" tab, and verify that the "Remote Desktop" box is checked, and click OK

The Windows XP system is now ready to accept Remote Desktop Connection (RDC) requests.