You shouldn't need to download anything to get Remote Desktop Connection working between your two computers running Windows XP.
Configuring the Remote Desktop Server- Click the <Start> button.
- Click the <Control Panel> menu item
- Click the <Performance and Maintenance> icon
- Click the <System> icon
- Click the <Remote> tab
- Click the checkbox next to "Allow users to connect remotely to this computer"
- Note the name of the computer which is printed underneath that item
- Click the <OK> button
Starting the Remote Desktop Client- Click the <Start> button.
- Highlight the <All Programs> menu item
- Hghlight the <Accessories> menu item
- Highlight the <Communications> menu item
- Click the <Remote Desktop Connection> menu item
- Enter the name of your desktop computer
- Click the <Connect> button
If that gives you any problems, please let me know!