There are only two pieces of software necessary:
1)x11vnc: Installed on the Linux machine to use as the VNC server.
2) TightVNC: Installed on the Windows machine to use as the VNC client.
Installing the windows software is straight forward for most users. Just download the installer and double click. For many Windows users, the installation of the Linux software might not be as straight-forward.
Of course the Linux installation will depend upon your distribution. But basically all you have to do is follow these steps:
1. Open up your Add/Remove Software tool (such as Synaptic, Ubuntu Software Center, gnome-packagekit, etc)
2. Search for "x11vnc" (no quotes)
3. Select the results for installation.
4. Click Apply to install.
Now, if you are more comfortable with the command line you can...