I got it working with Windows XP.
It was pretty easy. Install rdesktop on Pi. In windows you need to make it open to Remote Desktop connections and authorize users (easy to google it). Depending on what version of windows you have, it might be crippled. I had to hack mine to allow more than one session at a time with this. http://deepxw.blogspot.com/2009/04/univ ... patch.html
Then from the terminal on Pi type "rdesktop 192.168.0.xxx" and it will come up to your windows login. Type "rdesktop" into terminal to get the options to set Window size etc.
It works pretty well. It is fast enough for me to be usable for Web browsing and using office applications.