I've read that rdesktop is an open source client for Microsoft's RDP protocol. I'd look into that.

Thanks Bill. I will look into it.

There are also a number of Windows X servers. Not what you asked for, but it may be a solutions (even a better solution) depending on what you are trying to do.

It should be more efficient, and opens a single application in its own window, rather than a desktop in a window.

I have only done this Linux to Linux, not Linux to Windows, so the configuration required was minimal and I did not need to install anything.