Remotely destroying all data on a laptop is reasonably easy to do thoroughly, with an EMP. It is somewhat messy, though; there is collateral damage.
If you want something more “surgical”, you can destroy data remotely, subject to the following caveats:
You have to be able to remotely log on the machine. This can use RDP or some custom remote-control server such as OpenSSH. In any case, this requires some pre-configuration on the system itself, because a normal, freshly installed Windows disallows remote control. If your machine has already been stolen, then that’s too late for that. Alternatively, hack into the machine using a known vulnerability, assuming that there is a known vulnerability in the machine (but then, why did you not patch it while it was in your possession ?).
From the machine itself, you can delete files, but to really destroy the data, you have to overwrite the sectors, not merely cease to reference them from the filesystem structures. There is some debate as to the effectiveness of such “data erasure”, and it depends on the disk technology; SSD are likely to require a specific approach.
To really wipe out everything on the machine, you have to take care of temporary files (possibly temporary files which have already been deleted, but not overwritten) and virtual memory files. It can be difficult to force the live machine to destroy all traces. You can begin by filling the disk up with files containing random junk, to force an overwrite of all free sectors. You can do the same with virtual memory by making a program which allocates as much RAM as possible, there again filling it with random bytes.
To be really thorough, you might want to install a specific OS on the disk, which boots in a RAM disk, then wipes out the hard drive entirely, from first to last sector. This is a one-shot “forced suicide” so it might be hard to pull off remotely (do it or do it not, but there is no try).
As was pointed out, disk encryption can make this “wiping out” a moot point, so if you fear that your laptop may be stolen (but is still in your possession now), then you can install TrueCrypt with full-system encryption. Typing the password is then necessary to boot the machine up, and make sense of any byte which is on the disk. Therefore, assuming the laptop is shut down, not merely “sleeping” or “hibernating” at the time it is stolen, the data is safe and no longer requires any form of “remote deletion”.
You could encrypt the whole disk with TrueCrypt and a very long key, leaving only random data when shut down. But that’s a workaround, as data stays and could be read a few years later when a smart guy finds a flaw in the encryption algorithm…
format c: ?