LogMeIn has an Android client. I use LogMeIn for PC to PC remote connection so I haven't tried it for Android. But, it's the only product I would trust. I agree with joebob2000; I don't trust many of the apps on the Android Market, let alone one that I type a password in to. Once the Verizon Android Market opens up I'll purchase more apps. Anyways, try LogMeIn. The specific product is called LogMeIn Ignition.
Edit: To answer your question about setting up your PC. If you go with the LogMeIn product, you'll download/install a client on your PC. It's easy. Otherwise, instructions for setting up for remote connection is based on your version of windows.