My setup is this:
Main desktop running Windows XP (it's company provided so I can't just blow the OS away and install Linux). So I installed Xming on it so I can forward X connections from my secondary PC which is running Arch Linux.
I do the proper incantation on the Linux box as:
I check that the display is indeed 0.0 on my WinXP box. But I get the following error message:
AUDIT: Tue Oct 20 :31:12 2009: 5636 Xming: client 4 rejected from IP ipaddress_of_archlinuxbox}
After some searching, find the X0.hosts file in the Xming main directory and add the Arch Linux IP. And everything works just fine.