Xdmcp session closes after logging in
Missing Fonts
If your Xdmcp session closes immediately after entering your login credentials, particularly when connecting to Solaris, AIX, SGI, or HP-UX hosts, then you are most likely having a font problem.
Assuming that you are seeing a font failure message, then the you should setup a font server, which will provide X-Win32 with the same fonts that the remote host uses when you login locally.
Wrong Display Address
Check your login scripts to make sure that your DISPLAY environement variable is not being set.

Solutions