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Use an RDP client to connect to the Windows computer using either its public or private IP address as appropriate. If the public address is not available for some reason, you can attempt to connect to the private IP address by running on the management node:
rdesktop -g 1024x768 <private IP address> &
The hotfix available from the following page must be installed if you are installing the 64-bit version of Windows XP or Windows Server 2003:
http://support.microsoft.com/kb/942589
You will need to click on the View and request hotfix downloads link, enter your email address, and a download link will be sent to you.