In order to connect to a Windows VPS remotely , you need to use a software named “Remote Desktop Connection” which is bundled with all versions of windows.
How to connect to your windows VPS
Under windows XP it is located under : All Programs –> Accessories –> Communications
Under windows Vista it is located under : All Programs –> Accessories
After running this software you will see the following window , enter the IP or host name of your VPS into the computer filed and click on Connect.
After a few seconds a new windows will be opened and you will be asked for the username and password , enter the username and password which is provided by your windows VPS provider. usually the username is Administrator.
If you enter the login details successfully , the desktop of Windows VPS will be shown to you.