With SSH Secure Shell
With Putty
Then, when you ssh into something like tango.cs.odu.edu, X should be forwarded automatically, and you'll be able to open xterm windows (and emacs and xgraph and nam, etc).
I didn't have to change any firewall settings on my WinXP machine for this to work.
If these steps fail, you can typically set the display manually. Find the IP address of the Windows computer you're using, and at the Unix prompt type:
setenv DISPLAY ip-address:0