I just finished setting this up myself.
You'll only need to forward TCP port 3389 to the computer you're trying to connect to.
Also make sure you have the Terminal Services service started and have enabled Remote Desktop on the XP box.
Or if you prefer you can change the port by editing the following key in the registry:
HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Terminal Server\WinStations\RDP-Tcp