It you use thin Linux clients to remotely run a Windows terminal session on a Windows server, I think you want to use an rdp client. Kde has krdc. There may also be one supplied by x-windows but I'm not certain. The latest issue of Linux Pro Magazine has an article on xrdp to do the reverse of what you want, but I bet they have a Linux client as well.
Try these links:
rdesktop:
http://www.rdesktop.org
xrdp:
http://xrdp.sourceforge.net
AFAIK, tightVNC, Terminal Server and xrdp use the same VNC protocol.
I don't know if you can have just the Windows application displayed on another computer. That is a feature built in to X, but your app is a windows application.