You need vista home business or home ultimate to use RDC. Home basic and home premium don't have it.
I'm assuming the computer you want to connect to is going to be at home. Here's how you set it up:
1. ENABLE remote desktop in windows (should be right-click My Computer, go to remote, enable RDC).
2. In that tab, enable the account for which you would like to connect remotely (say your username on that computer is "Jimmy;" choose to allow Jimmy to do remote desktop connections).
3. In windows' firewall, enable remote desktop connection.
4. Determine your subnet IP address (192.168.1.xxx). You should be able to do this by going to the command prompt and typing "ipconfig /all"
5. In your router (assuming you're using one), go to port forwarding. Make a label for the line (remote desktop or something), choose to forward port 3389 (TCP only), then where it asks for IP address, type the IP address you found in step 4 (192.168.1.xxx).
6. Determine your external (WAN) IP address. You can do this by going to http://whatismyip.com/
7. Now that you have everything set up, you may connect to your computer by typing in this IP address (the one from step 6) to the remote desktop client. You will log in with the username Jimmy and his password.
I do this all the time from school, so if you have a problem let me know.
There is always some risk that it can be hacked, but someone is going to have to actually try to do it. Even if they get your IP address, they're still going to have to know the login information, and I suppose that's what they would aim to attack if they really wanted to hack you. I've never had a problem, though.