Windows Mobile 6 has the built-in remote desktop client. So you can use it to remote desktop into any Windows machine running terminal services (i.e., running the RDP service that listens at Port 3389). For example, once you enable remote desktop on your XP box, you can remote into it using the client on Windows Mobile. For any other platforms, as long as you have the open source xrdp package installed (which is a RDP server), you can remote into it.
RDP is only one flavor of the remote-desktop world. VNC (Virtual Networking Computing) has been there way before RDP becomes pupular on Windows.
For MacOS, there is an easier way to remote-desktop into it:
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The WM 6.0 upgrade I have did not come have Remote Desktop Client. Why does Microsoft do stupid sh*t like this in what is supposed to be an upgrade from version 5.0? I have yet to find an explanation for it.
Did you get your WM6 upgrade from your operator? Sometimes the operator will remove some apps before shipping the image to the end user.