How do I see someone else's screen on Windows XP so I can help them?

If both machines are running Windows XP, you can use Remote Assistance (instead of Remote Desktop) to see and control their machine, with their permission. Here is a writeup describing how to use remote assistance in Windows XP

There is another solution using VNC
Here is the link
VNC allows cross-platform remote control among Windows, Mac and Unix/Linux machines.

To have a solution which can cross all platforms and bypass firewalls, with or without administrative privileges, one would like to use WebEx (subscription based, free trial available).

http://www.webex.com
http://www.webex.com/solutions/online-support-svc.html