The two X servers that promise to do this are: MI/X and Vista/Exceed.
He doesn't offer to help you debug, and we don't know enough yet to help, so you're on your own. We'd love it, though, if you'd send us information about your experiences with this approach so we can learn.
To get it to work, I needed to edit the xgobi.bat file as follows:
@echo off rem set PATH to avoid environment overflow PATH=c:\windows\com;c:\ourutils set DISPLAY=localhost:0.0 set XGOBIDIR=c:/Di/xgobi-95 c:\Di\xgobi-95\xgobi.exe c:\Di\xgobi-95\data\flea rem c:\Di\xgobi-95\xgobi.exe %1 %2 %3 %4 %5 %6 %7 %8 %9
Then I start the X server, and double-click on the xgobi.bat file icon.