gudguy,
I'm not sure if this is exactly what you are looking for, but here it goes (This will only work if you are opening a GUI or executing a command that will open in a terminal (console) window). Once you have done the telnet to the unix box you need to set up display back to your Windows box.
To do this, find out which shell you are in by using the following command:
echo $SHELL (output will probably be one of the following, but may be one of a number of other shells, /bin/sh - bourne, /bin/ksh - korn, /bin/csh - c, etc...)
Once you have the shell use one of the following examples (Replace the IP address used below with the IP address for your Windows machine).
Bourne - DISPLAY=192.68.0.1:0 ; export DISPLAY (IP is the Windows box IP address)
Korn - export DISPLAY=192.68.0.1:0
C - setenv DISPLAY 192.68.0.1:0
Once this is done, you can verify that the display is set by typing the following:
echo $DISPLAY (output should look like this: 192.68.0.1:0)
Hope this helps.
Good Luck!
Have a Great Day!!

~Sol
Sys Admin