On RDP protocol v5 and above you can open a remote windows session and open a single program only instead having the whole desktop up, it sounds like Metaframe but cheaper, I mostly use it from my Linux workstation for opening win programs on the server (business accounting apps or legacy win apps).
You need to have rdesktop installed in your system, each distro has its own names for this package
quick command from your linux desktop:
~$ rdesktop -u -p -d -g 1280x1024 -T "" -k it -s "notepad.exe" &
We're now opening notepad on remote machine and using it on local Linux desktop, I've just setup my resolution to 1280x1024 but of course you can change it to whatever you want
You'll have notepad opened on your desk ,when you close it rdesktop closes it by itself, this applies to windows servers with RDP 5 (example: win 2003 server or above)