XP does have Terminal Services and Remote Desktop built in.
It doesn't have PCAnywhere's file transfer, but it is a LOT faster than it over a modem. Their RDP protocol is pretty good, so much so that there's an RDP client for <insert free UNIX clone here>/X.
You have to be dialed into the Net, and send a Remote Assistance Request to the user to get them connected to you.
They can then control your desktop, and do the same thing as PCAnywhere.
It's a good thing they built this in, and that their security policies allow you to turn it off
. Of course Oracle won't work with it.
Mitch