Yellow1: your cable/dsl provider gives you wither a static or dynamic IP address. You'll want static if possible (My ISP, Telocity, gives me a static IP). Otherwise, you'll need to use a service like dynip ( http://www.dynip.com ).
Once you know your IP address (yes, you will use your modem's IP addr), then you can simply TS into your box.
If you use a router, you will map a port (for Win2K Terminal Services, it's 3389) to your internal IP address, like MisMAN stated.
I tested TS to my server over a dial-up connection; it's still pretty snappy :)