freenx is like remote desktop (mstsc.exe). The way it works is you have to run a NX server on the box that you want to remote in to. You then use a NX Client to remote in to the box.
There’s a great Community Doc page for getting up and running on Ubuntu.
If you don’t already have SSH set up, you will probably want to get that up and running first.
Below is a short version of what I ran to get up and running on 10.10.
There seems to be several NXClients available but I chose to try the NoMachine client which can be downloaded from here.