Install Xming from http://sourceforge.net/projects/xming.
Create a new or modify a SSH session in SecureCRT and check the following box under Connection -> Port Fowarding -> Remote/X11.
Make sure X Forwarding is enabled on the server:
yum -y install xorg-x11-apps xorg-x11-xauth xorg-x11-utils
sed -i 's/X11Forwarding no/X11Forwarding yes/' /etc/ssh/sshd_config
service sshd restart
Create your connection and attempt running an application like xclock.
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