not hard at all. you download the RDP client on to the 2000 machine (sounds like you did) and you connect to the xp one.
you can't use 2000 to HOST the RDP but you can use 2000 to client... or Connect to the xp
on xp pro (not home) right click on mycomputer click proporties. click remote tab. uncheck remote assistance (you dont need that) check off remote desktop. click select users. select who you want to remote connecting to your computer.
on 2000 just open the RDP client and put in the netbios name of your other computer (or ip) and then supply the username and passowrd you allowed to Remote connect in the XP machine.
all set. just watch for firewalls. if firewalls blocking you. (windows wont) then you might need to pass all UDP 3380 traffic.
will work over the internet with Portfowarding or Nat redirection whichever your router uses.
ok? simple
other user who already posted is dead wrong. we use 98 machines to RDP to windows 2003 server. it works with no issue. the users never know they are actually on 98 as we load the RDP with a bootup script and disable there ablity to shut system down at night.
all you need to host RDP is xp pro or vista biz. (or greater)