In your favorite distro, install the No Machine NX free edtion server and client:
After you download, install the package per the NoMachine Docs:
Edit the .bat file that starts your colinux distro: to include the following port forwarding: eth0=slirp,,tcp:22:22
This will replace the VNC functionality with ssh (nomachine uses ssh by default).
Get the installation for windows NoMachine client: http://www.nomachine.com/download-client-windows.php
When running the nomachine on the local client, ensure that the nomachine server is running by issuing the following on the colinux monitor screen (after logging in as root):
ps -ef | grep nx
You should see a line that looks like this:
nx 2867 2864 0 11:08 ? 00:00 nxserver -c /usr/NX/bin/ ....
If you did, then things are working. From here, simple fire up the nx client on your local pc, and ensure you use 127.0.0.1 as the host. You probably will want to customize the client, it supports ssh keys, and passwords (which can be stored in windows if you want them to). I usually specify a 'custom' window manager, since I hate kde. I change the value to 'custom' under the general tab, with the 'desktop' setting. In my case, startxfce4 which will only work if you have xfce4 working on the host machine. Your desktop should be 'unix'. Again, if there are any questions on this just look at the docs earlier referenced in this document.
This config seems to be an order of magnitude faster than using VNC. If you want to 'replace' the vnc with the nx server, see docs for your distro. Also its nice in that you can run 'remote' sessions with ssh, and full encryption.