To make this as quick and as painless as possible I will list the command required to get this installed. So open up a terminal as user root.
Type the following command:
yum -y install freenx xorg-x11-fonts-misc
** the above command will pull in all package dependencies and make sure all required files are installed in order to get freenx up and running. **
Now if you are running Fedora 9 / 10 you will have to temporarily disable selinux or the connection will fail.
This will put selinux into warning mode which will allow you to create an selinux policy file which is recommended.
Also since fedora 9/10 ship with the firewall enabled you might have to add an exception rule but i have not had such an issue in the past since i allow ssh traffic into my system.
Hope that helps you and if you have any questions feel free to post them below and i will answer them as soon as possible.