I suggest reading fink's documentation on installing XWindows. It's at
Fink's documentation page .
But if you've never installed XWindows before and you've got a working installation of fink, you can do the following. Type 'sudo dselect' to enter the dselect program. Choose option 1 to update dselect's knowledge of available software. Choose option 2 to select the package(s) you want to install. Hit the spacebar when you're done reading the help screen. Find the package 'xfree86-base' - you can do this by typing '/xfree86-base' (without quotes). While it is selected, hit '+' to tell dselect that you wish to install it. Do the same for the package 'xfree86-rootless'. Hit return to tell dselect you are done selecting packages. Hit 3 to tell dselect you're ready to install 'em. Follow the prompts and sit back. Hit 6 to quit dselect when you're finished.
At this point, you've got XWindows installed. XWindows is the graphic user interface used by ordinary (read, not Mac OS X) versions of Unix. Installing it allows you to run unix programs that are not written to take advantage of Apple's graphic layers.
To answer other questions, rdesktop is a program that (supposedly, I haven't tried running it) allows you to place the screen of a Windows XP box inside of a window on your mac and control your XP box that way - lots of people use progs like this for working from home or whatever...
Fink and XWindows
shouldn't interact with your mac's operation at all. Fink installs everything but XWindows into the /sw directory so that it won't interfere with the rest of the operating system. XWindows is installed into its own directory also. So, none of it overwrites or overrides any of the Mac OS X operating system unless you have set it to while using Terminal.app.
Wow, long post... Hope it's understandable.