Two possible options to do the connection but first of all you need to enable RDP on the XP PC. To do that START -> Control Panel -> System. Go to the Remote tab and tick the box to "Allow users to connect remotely to this computer".
You will also need to open port 3389 on your Firewall for incoming connections.
As far as the Draytek is concerned you have two options:
Option 1.
You could just setup a Port Forward (NAT -> Port Redirection) for:
Protocol: TCP
WAN Port: All
Public Port: 3389
Private IP: the IP address of your XP PC
Private Port: 3389
From ANY internet connected PC call up Remote Desktop Connection - type in your External IP address and the Router will forward that request on to your PC.
The problem with do that though is that ANYBODY would be able to make a connection to your XP PC which is going to unnecessarily put it at risk. When they have made the connection it will ask for your Windows Username / Password.
Option 2
The better option would be to setup a VPN to the router. On the router (VPN and Remote Access -> Remote Dial In User) create a user account for your VPN user.
From the remote PC create a VPN to your External IP address - and give it the Remote Dial In Username and Password. Your Router will then give you a Local IP address. You can then RDP direct to the internal IP address of the XP PC - this time using your Windows Username / Password.
The RDP over VPN would be the better / more secure method of connecting. RDP Port Forwarding is the simplest but more vunerable to attack.
