"Once Xming is installed, the quickest way to get going is to
use the XLaunch wizard. Choose the "start a program" option, after
which you can give the program you want to run (xterm is the most
flexible option, as from an xterm you can launch other graphical
programs). Click "Run Remote" to connect to a remote machine and
run the xterm on that: You must select the "Using PuTTY" option,
and then fill in the hostname and your login details. You shouldn't
need to pass any other parameters in (as per the next screen) with
a standard connection."