First off what version of Windows are you running? If it's Windows XP Pro, Vista Business or Ultimate then you'll have Remote Desktop built in, which will allow you to remotely connect to your PC, as long as your PC is switched on and your router has been configured to allow port 3389 traffic to be passed to your PC.
If you don't have Remote Desktop look at VNC, works in a similar way as long as it's configured correctly.
As for the apps for the iPhone there a few to choose from I personally use Jaadu Remote Desktop, very well written but not the cheapest. There are free lite version remote control apps for both Remote Desktop & VNC on the app store they won't offer as many features as the paid versions but they do the job.