Your router uses Network Address Translation to direct traffic to/from the Internet to more than one PC. Because of this, you have to use a non-standard TCP Port for Remote Desktop to at least one of the two computers. If they BOTH use the standard TCP Port 3389, then the router won't know which PC to send the incoming connection to.
Configuring XP Remote Desktop to a non-standard port:
http://support.microsoft.com/kb/304304
After you've set at least one of the PCs to a non-standard RDP port, you can program your router for Port Forward the new port to the PC that's been changed from the default TCP Port 3389. So inbound RDP connections on TCP Port 3389 will be sent to the "untouched" PC and inbound RDP connections on the non-standard port will be sent to the other PC that you modified.