There are two issues with a public WiFi connection:
1) If the hotel's WiFi connection is not encrypted (WEP, WPA, WPA2, etc.), then your only alternative is to use your own encryption. This means not sending any sensitive data unless your link or your data is encrypted. SSL-encrypted web sites, VPNs, and Windows Remote Desktop all encrypt their data. Non-SSL web sites and most email servers don't encrypt their tranmssions.
2) Since you are on a network with other, unknown, computers, you need to have a firewall running on your PC. Windows XP SP2 has an option to close all the "standard" openings in its built-in firewall. Or, you can use 3rd-party firewalls.
As always, run active anti-virus and anti-spyware software on your PC, keep your OS and your applications fully patched, and use long, hard to guess, passwords.