Here are some handy links to download the Remote Desktop Client (RDC) from Microsoft:
Note The Remote Desktop Connection software is pre-installed with Windows XP. To run it, click Start, click All Programs, click Accessories, click Communications, and then click Remote Desktop Connection. This software package can also be found on the Windows XP Professional and Windows XP Home Edition product CDs and can be installed on any supported Windows platform. To install from the CD, insert the disc into the target machine's CD-ROM drive, select Perform Additional Tasks, and then click Install Remote Desktop Connection.For previous versions of windows the installer can be downloaded from here.
For Mac OS X, the installer can be downloaded from here.
For linux, you can use rdesktop.
