Using Remote Desktop Protocol which is inbuilt in Windows XP, you can connect to your friend's PC which is in Dubai based on your Internet Bandwidth
But RDP allows only one user (Terminal or Console) at a time
This means that when you view your friend's PC remotely he cannot see what you are doing
If you want your friend to view what you are doing,I would suggest you to try
DAMEWARE MINI REMOTE CONTROL
Webpage : http://www.dameware.com/products/dmrc/
This uses Port 6189 for establishing connectivity as against 3389 of RDP