in windows, 
install cygwin with all the X11 option

then install putty

when setting up puttys connection via SSH to the remote linux server on the left choose
tunnels.  The check "enable X11 Forwarding".
but sure to go back to Sessions and save the configuration for later.

Launch a black X session with NO windows manager in cygwin

 X --multiwindow 

you will get an X in the bottom right hand corner.

now, while in putty, coneected to your remote linux machine, 
lauch and linux GUI application, 
all the processing will be done on the linux box, and you will controll it from windows.

it is also encrypted via SSH with blowfish. so noone on your windows network can 
sniff what you are doing

See also: call me for clarification if you cant figure out my instructions