The most important thing to learn about UNIX is it's Case Sensitive. So issuing the commands: xhost, XHOST, Xhost are not the same. Therefore any commands you see be sure to enter them ExAcTlY as they are typed.

How can I change the font size used in the windows?

Edit the file .fvmwrc. Located within this file is the setup for most of your X-Windows enviroment. You can located the Xvt option and change it to a larger or smaller font size. How do I fix the error message I get when I try to disconnect?