What is 2K3? Did you mean Server 2003?

Windows XP is a piece of cake to network but what you are trying to do is Remote Access and the best thing to do is get a router and use Port Forwarding to the machine is quesion. Give that one machine a static IP Address and it is very simple to connect remotely.

I do this all the time from a 2000 & XP Pro Setup to a 2003 Server behind a router at home. It does work if you take the time to read some manulas and do so homework.