You might come across an application called Remote Desktop Viewer. This will happily connect between Ubuntu machines and computers running VNC servers. But it doesn’t do RDP (Remote desktop protocol) which you need to connect to Windows.
What you need is the rdesktop command line utility
From what I can see, in my version of Ubuntu (10.04.2 LTS Lucid Lynx), rdesktop is installed by default. Unfortunately…neither are integrated into the program menus, so you’ve got to run it from a command.
Starting rdesktop and tsclient
A good keyboard combination to know is ALT+F2 – this brings up a run window. Type in rdesktop servername and a Windows logon prompt will automatically appear. It might be a little bit small, so you can tweak the command next time.
rdesktop -u username -g 1024x768 servernamep
and this will set the window size to 1024 x 768 and pre-populate the username field.
If you want more options you can use, bring up a terminal window and type man rdesktop to get a full description of all your available command options.