Hi jstakk,
two comments: woolmilkporc is right
you need an xserver on your windows host if you wanted to display a remote X application on your windows PC.
If you ever wanted to do this I would go for the heavyweight solution and just install cygwuin.
cygwin comes with an X server and with openssh which I personally prefer to putty.
(In fact my comment and my command line options were only valid for cygwin)
second comment:
if you want to display on the remote host and if the user, that you log in is authorized to the display then following will probably work.
use putty to connect to your remote host
then type
export DISPLAY=:0,0 # asuming you have only one display on the linux host
them just run your x program
