Ok, I can help ya.
#1, Make sure you have the terminal services windows component installed on the Win2k machine. Check it by going to CONTROL PANEL > ADD REMOVE PROGRAMS > ADD/REMOVE WINDOWS COMPONENTS (on the left). Look through the list to find Terminal Services. You may have to dig around a little since I haven't installed a 2k machine in a while.
#2, DHCP (dynamic IP) is gonna make ya miserable if your trying to do this on a regular basis. I'm assuming your using some kind of a router right? That means you can statically assign an IP. If you've already done this, skip to step 3, if not, continue. You will need the IP address of the machine (2k) in order to connect to it, so on the win2k machine, do the following: START > RUN > type "cmd" (without quotes) in the box and hit ok. Now you should have a black DOS style screen. Type "ipconfig /all" (without quotes). A bunch of info will be on the screen, and one of the lines will read IP Address. Viola, you have the IP. Just rerun this IP anytime you want to connect to the 2k machine and you'll be good.
#3, Open up the remote desktop client on XP and type in the IP Address you just got and away you go. Keep in mind that only users with password can connect via RD, so you may have to assign passwords to users to get this to work.
*** This is how I will work with managing my cab once it's completed. Remote Desktop is the king. VNC is good, but this one kicks ass.
*** Also note that I hope you don't plan on trying to actually play any of your games over remote desktop. It will more than likely screw something up and crash one or both of the machines. Just FYI.
Good luck, and PM me if you need any additional help. I do this network crap all the time.
