The X server, and therefore screen, runs on the local machine, not the remote one. It should be as easy as starting a X server on the machine you are sitting at, sshing into the remote box, exporting DISPLAY back to your local machines IP, and starting KDE or whatever you like.
Here's how I do it on a Win2k machine:
Get XWin32 from tucows.com - its free for 2 hr connections. Install it, and in the security tab add your remote linux box. Get putty too.
Start XWin32, start putty, and ssh into remote machine (linuxbox). After you login, do
And then you are set.