if you want to connect to a machine remotly using Remote Desktop Connection, remote Desktop in target machine needs to be enabled.This feature is available in Windows XP,Windows Vista,Windows 7 and windows 2003.

To enable remote desktop you have to login as an administrator or as a member of administrators group.You can not connect remotly to a machine using a user that doesn't have password.So set password for user.

To enable remote desktop ,Right Click My computer Go to Properties then click on Remote Tab and check Allow users to Connect remotely to this computer.

or

Go to Control Panel-> Double click System icon then click on Remote Tab and check Allow users to Connect remotely to this computer.You can use Select Remote Users... button to add or remove users.

In windows XP SP2, remote desktop will be automatically included in exceptions list of windows firewall by enabling remote desktop. Yo can check that by going to Control Panel -> Windows Firewall ->Exception tab.

Now to connect Go to Start-> All Programs -> Accessories -> Remote Desktop Connection.Enter Ip it will ask for User Name and Password enter your credentials and you will be connected.