You can create a VPN connection on WM5 with either IPSec/L2TP or PPTP so as long as your firewall always you, you could then tunnel in and from there windows supplies it's own (assuming you are a microsoft house due to the citrix) terminal server client available here:
Pocket PC. Downloads - Terminal Services Client
I don't use citrix only terminal server in administration mode out of the box and it does work via your PPC if not wonderfully. Do you really need to look at these servers whilst out and about?