xrdp uses the RDP protocol (the same one used on Windows) which under the hood uses the VNC protocol localy to spawn and interact with a X desktop (not the same session as the one logged in locally). There's no SSH involved.
It's as secure as the RDP protocol gets (questionable...), X2GO uses SSH and X forwarding - it is much superior if latency isn't an issue, but I don't think there is a server package for PPC. (I would love a server package for the Raspberry Pi)
The easiest way is to install from a terminal:
sudo apt-get install xrdp
Then you're ready to connect! It automatically runs as a service and at start up. Specify your IP address (found under the network applet -> Connection Information) in the Remote Desktop client found in Windows.
That's all there is to it really. Next (optional) steps would be to disable the graphical session locally. Be careful not to lose connection, since reconnecting can spawn a new session, instead of re-using the old one. 