If you don't want Remote Desktop to work on your XP client machines, you can disable this functionality. There are two ways of doing this:
Set the fDenyTSConnections registry key to 1. This key is found under HKLM\SYSTEM\CurrentControlSet\Control\TerminalServer.
If you are using Group Policy on your network, select Computer Configuration\Administrative Templates\Windows Components\Terminal Services and enable "Do not allow new client connections"