if you telnet to yourself, you wonīt end at your unix box ;) sorry, my english is not that good.
trying to understand ... ok, if you setup port forwarding, ALL requests to the gateway to this specific port (service) will end at your unix-box. you could not telnet to your gateway then anymore (depending on your setup only from the outside, it still can accept telnetīs from your unix box...)
there is something wrong with your setup anyway. unix is the more secure, so use unix on the gateway and (if you really need) winXP on your Desktop. ok ok, i know: its much harder to setup this way :)