Lots of people want to do this. I strongly advise you to use PuTTY ( http://www.chiark.greenend.org.uk/~sgtatham/putty/ )
Here is a short instruction about how to use it:
1) Download and open open PuTTY.
2) Under host name, put "firstname.lastname@example.org".
3) Then, on the left, find Connection/SSH/X11 sub-panel.
4) Make sure you check "Enable X11 Forwarding", and in the "X display location", put "localhost:0:0" in the box.
5) Press "Open" to start PuTTY.
6) Now run the command "xeyes &".
If you have any questions, ask.