Never knew something like this existed until i started using it on Friday. As the topic suggests it is possible to get the display of the remote GNU/Linux machine in you Windoze or any other OS. All it needs to do is to install an Xserver in the local machine. For Windoze, Xserver can be installed using the Xming package available in sourceforge. The exact location of the xming xserver is http://sourceforge.net/projects/xming. Download and install the Xming server in the machine and run it with the option ":0 -clipboard -multiwindow -ac". To change the options in windoze, right click the short cut and add "-ac" option to the list of option already available.
The steps to be done in the GNU/Linux machine is very simple, all you have to do is to export the DISPALY environment variable. So execute the command like
where ipaddress is the IP of the windoze machine. Now opening any GUI application like xcalc or xemacs or xterm will open a window in the Windows machine. Though it is a well known fact that GNU/Linux command line is far more powerful, looks like this finds a use in a number of situation.