Microsoft has RDP on their professional and ultimate versions of Windows. I'm going to have to upgrade my home computer in order to be able to this. If you have Vista at work, click on Start and then type in Remote Desktop on Windows. That will at least tell you if you have it. You still might not be able to use it though as you have to deal with User Rights and Firewalls. It's something to check out though.
I knew a guy at the last company I worked at who used RDP to hook into his computer at home in order to listen to his music. Since I wasn't in charge of the network, just databases, I didn't feel the need to rat him out. He also bought me beer on Fridays, so maybe he was paying me off indirectly for my silence.