Regarding remoting into Ubuntu. The way I handle it at work is by installing Cygwin (
Cygwin Information and Installation) on XP and then use a remote X session. It may be more involved than you want to do ... but it's fun. It's really not that difficult and there are numerous recipes for getting it to work (at least for Redhat).
The "downside" to *nix platforms like Ubuntu is that it really is self service (or at best community supported). I put downside in quotes because I really see this as a good thing.