remotely running openGL program

I have windows xp machine. I would like to log in remotely to linux machine (using putty) and remotely run openGL program that is sitting in my home directory on linux machine.
Is this possible?How would my windows machine receive graphic output?
Can anyone give me some directions on how to do this.

Try to run a X11 server version on your Win machine :

Free version 6.9.0.31
http://www.straightrunning.com/XmingNotes/
Or this :
http://mobaxterm.mobatek.net/