Worked like a charm. Thanks for sharing. Tested on 14.04LTS
Figure it should work on any *nix, just need the xrdp package installed and service started.
The gist:
Ubuntu
sudo apt-get install xrdp
Windows:
mstsc
computer: linux-hostname
Yeah thats what I liked most, it just works.
Myself I don't use windows that often but it can be a very fitting solution in many situations espicially since windows comes packed with mstsc.
Used it today with xfce4 and it works like a charm, also allows for multiple systems connected to the same user account, I like that.