Yes you should use a VPN client to connect remotely. I believe Cisco has a VPN client for Linux, there are also several free VPN Clients that work on Linux and can connect to Cisco VPNs. (Wish that were the case with Checkpoint as well) We can persue that after you get your system up and running.
When you download Debian I would suggest downloading the netinstall.iso
it's only 150 MB and contains everything you need for a base install of the OS, or will download the packages automatically from the Internet. Once the Base install has complete reboot the system and log in as root.
then use aptitude to install the suggested packages
aptitude install xserver-xorg xserver-xorg-core gnome-core gdm rdesktop
once those packages are installed you can use the following command to get to your graphical login.
Subsequent reboots should bring you directly to the graphical login.
how-to use aptitude from the command line
There may be other easier distros to install but most will add a lot of additional programs to the system.
something else you may want to look at is the Thin Client Distributions listed at Distrowatch.
they may be a quick way for you to get a system going with very little effort..