Hi there
You need to do the following
1) From the OUTSIDE you need to know the IP address of your Router -- this is the Internet address the rest of the world will see. You can usually see the IP address by logging on to the router itself and checking the status.
2) Port forward 3389 to the INTERNAL IP address of your VM on your LAN
3) allow any firewall to have this port opened.
Now the problem is usually that your IP address assigned by your ISP will be dynamic --i.e change each time you log on so accessing your router from the Internet at large is a problem.
A FREE solution is to use something like
No-IP - Dynamic DNS, Static DNS for Your Dynamic IP
This will create a "domain" for you and automatically link it to your Router's IP address when you start the computer.
(I'm not too sure of how "separate" the XP mode is since I only use a full Virtual solution -- vmware -- but I'm sure if you disable "Integration features" on the XP mode it will behave like a "classical vm").
Cheers
jimbo