It can be done in Linux, totally free. No need to pollute and encumber your IOpener with Microsoft Code.
What you're looking for a program called "rdesktop", and it runs quite nicely on most IOpener-Linux distribution that includes XWindows and drivers for your USB or Parallel network adapter. I've used rdesktop with Jailbait6 and Midori 0.93, and have been very pleased with the results -- often running it for 4 hours at a time without a crash.
The latest Beta versions of rdesktop are compatible with Win2000; and even though the author claims the betas aren't fully stable, I use them regularly. Just don't count on them in a mission-critical environment. (It's still "Beta" after all.)
Unless someone's bundled a pre-compiled version into the latest Midori snapshots, you'd need a separate Linux machine to compile rdesktop, and then ftp the binary into the IOpener.