What is xrdp? According to the xrdp project website, xrdp is an open source remote desktop protocol(rdp) server. Xrdp uses Xvnc or X11rdp to manage the X session and will display X window desktop to the user via Remote Desktop Protocol.
To install manually, you may want to look at my blog entry Supporting Windows Terminal Clients from LINUX with xrdp
However if you are using Fedora 11, it is a breeze,
Step 1: Install xrdp
# yum install xrdp
Step 2: Create soft link to startup xrdp automatically in case of reboot
# ln -s ../init.d/xrdp s99xrdp
# service xrdp restart
Step 3: Configure the firewall via System > Administration > Firewall
Allow port 3389 (TCP) in as shown below
Step 4: Use Remote Desktop Protocol to connect to the Linux Box
