Check out what has been done with PhJuke. This program is basically an Audrey MP3 player. If you attach to a windows share on your audrey, you can play the songs from the Audrey itself.
If you ask me, you will have much more luck doing things that way. My experience with the VNCviewer has been bad. It crashes quite a bit, and you have to remember that you are limited to the smallest resolution possible (640 X 480). If you size a windows box to that resolution, you still can't make the task bar fit right.
Use PhJuke, and play your audio through the Audrey. Trust me! If you have some big fancy PC speakers, etc. you can hook them to Audrey's headphone port. Its 16 bit stereo sound. Not bad.