If all went well, there should be a start menu entry (and maybe a desktop icon) for Xlaunch.
Next, a sequence of screen shots showning Xlaunch's steps.
You should choose the following sequence of options:
Window 1: Multiple WIndows
Window 2: Start a program
Window 3: For "start program", choose xterm, choose Using PuTTY, then connect to computer tuba.stat.fsu.edu or stat.fsu.edu
Window 4: goto "Next >" button
Window 5: you'll probably want to "save configuration".
If it works, it'll ask for your password, then pop up a small rectangular window with a shell prompt to enter commands. At this point, you can run any available windowed program: OpenBUGS, matlab (2006), matlab09a, matlab10b (tuba only) or R after running library("Rcmdr") to open an R Commander window.
Note: this works best in the department. X-windows is a known consumer of network bandwidth, and your results from home maybe disappointing to flat-out unusable, depending on who your network provider is.