While all the above answers were right, I thought I'd add one more just in case. I know you said you were connecting to Citrix, but here is a link to RDesktop. It is a linux Remote Desktop Protocol client that allows you to connect to any NT, 2000, XP, or 2003 machine running Terminal Services. I use it all the time to manage some Windows servers and it works like a champ! Just my $0.02....
http://www.rdesktop.org/