Found the answer.
I found that I could telnet from the Linux machine to the Windows machine no problem (telnet 192.168.0.10 6000
), so I was looking in the wrong place, the problem was not with the firewall.
As mentioned here (under Access Control) Xming has its own access control to prevent unauthorised connections. By default Xming will only allow connections from localhost.
To correct this I simply added the IP address of my Linux machine to C:\Program Files (x86)\Xming\X0.hosts
and now things work as expected. :-)