How can I create a remote connection between Mac & Windows computers?

You can do this using any one of the numerous VNC programs. I prefer UltraVNC:

http://www.uvnc.com/

UltraVNC will be great on the Windows side, and for setting up the Macs, these directions should help:

Wiki-How Article on setting up VNC on OS X

They will both play nicely with each other. You will be able to connect from Mac to Windows and vice versa.

Apple machines provide remote desktop support via its own app or a VNC viewer. There's a windows remote desktop client for mac if I recall correctly.

If it was for non-commercial use I'd recommend LogMeIn Free, which is easier to setup and administer than VNC - I mostly use TightVNC or UltraVNC.