It's been ages since I did anything with these machines. But most of them don't have a harddisk (or a way to add them), just a boot rom with either a Citrix client or something else.

If it's Citrix, then you'll need to do some work to get it running. (unless you feel like investing even more).

If it's something like a T5720 then you won't be happy; it's XP Embedded (so not the "full" thing), an AMD Geode chip (great for really really light things) and Citrix.

The good news is that machines like this will usually also do RDP (which is what you need for terminal services under Windows (Vista, XP, 2000 etc...) OR you could even install a VNC client on it.

IF you plan to do Terminal Services, then you'll need to google a way to hack RDP on your machine to allow multiple sessions at the same time (or the server PC will log you out, unless the server is a true server OS like 2003).