I have a Virtual Machine running Windows XP. I added Remote Desktop exception in Windows Firewall.
I'm trying to connect via Remote Desktop using the ip address that I get running ipconfig in the VM. But that doesn't work.
I'm trying to connect using the machine that's running the VM but I also want to connect with other machines.
What am I missing?
Have you enabled Remote Desktop in the system properties?
Start > Control Panel > System > Remote > Allow users to connect remotely to this computer
Are you trying to connect to the machine from the host machine (i.e. the machine the VM is running on), or another computer on the network?
You don't mention what virtualization software you're using, but your comment to Farseeker makes it sound like you've got the VM connected to a "host only" network. If you want the VM to talk to other hosts on the LAN, configure it to use "bridged" networking (in VMware parlance) and allow it to pull DHCP (if you use DHCP) or assign the VM a LAN-side IP address.
If you can't PING other LAN hosts in the VM you're not going to be able to use RDP to connect to the VM. Start troubleshooting inside the VM first. After you've configured it for bridged networking and established that it has a LAN IP address see if it can PING its default gateway. If it can then you're probably "in business" as far as connecting to it from other LAN hosts.
You have to enable internet connection sharing on the network adapter i think. Also, make sure your VM acquires an IP on a subnet that is accessible from the Terminal Services client computer.
If you have the VM set up to use NAT networking, then you can use vboxmanage to set up port forwarding to it. Search its help (or the web) for the Configuring port fowarding with NAT article.
Terminal Services (ie. Remote Desktop) communicates on port 3389 by default. You probably want to keep that port on the host OS free, so I suggest setting it up to forward the host port 33890 (for example), to the guest port 3389. Then, make sure VirtualBox itself can communicate through the host OS's firewall, and you can RDP to it by specifying the port number (to do that append it after a colon to the address of the machine you're remoting to, eg. hostpc.domain.com:33890