Remote desktop connection seems fairly secure to me. It uses standard encryption, which is very hard to break, certainly in the time that your data is useful to anyone. Wireless is unsecure, but if it's encrypted too then there really isn't an issue. There was one vunerability where the client (computer you're connecting on) doesn't check to make sure the server is who it says it is. This seems to have been fixed in XP SP2. See here:
http://www.securiteam.com/windowsntfocus/5EP01 0KG0G.html
I'm not sure why you're having trouble connecting to your computers remotely. You will want to make sure you're firewall is not blocking you, I think port 3389 is the one that needs to be open. Also, make sure your computer is accepting remote connections:
Start -> Control Panel -> System - > Remote tab
Make sure the box to allow connections is checked. You can also see your computer's full name and domain which i think is the address you should use when you connect.