I feel your pain.
Until you get WinXP at work, there is no built-in remote control functionality built in that'll let you control the work machine from home.
That isn't STRICTLY true, but then you run into firewall issues anyhow. Unless your work machine is pretty bare-butt open to the Internet, or the firewall priests have opened the right ports hardly anything would work for you anyhow.
That said, there ARE a couple things that might be built in (already installed) on your NT4 box.
* First possibility: Telnet server.
Downsides are that you may have to learn some new skills, may not be able to do all you need to (you aren't going to be able to interact with GUI applications), and without a 3rd-party add-in you can't even do file transfers over Telnet.
I can't remember, but this may require the NT Option Pack just like the next option does. Or I may be forgetting that NT4 doesn't include a Telnet server at all.
Even then there are a few lightweight Telnet servers from 3rd parties that run on NT4 - some of them free.
* Second possibility: IIS.
If you have the NT Option Pack installed, you get an FTP server so you can upload/download files.
There are also web-based admin tools included for FTP and Web site administration.
These may not meet your needs.
* Third (very remote) possibility: You're running Windows NT Terminal Server Edition on your desktop at work.
I think we can rule this out.
So...
You are down to 3rd-party remote control suites like PC Anywhere (yecch! - ever used it?).
For me, this is the A-Number-One reason to go XP Pro: Remote Desktop Sharing. Its very well integrated, works great, and doesn't need anything special... except:
* Fixed (or "stable"

IP address.
* Firewall open for the RDP port.
All of that said...
Do you have Microsoft NetMeeting installed on the NT4 desktop?
With my own NT4 machines I have had great success using NetMeeting's Remote Desktop Sharing facility for remote administration.
This was my tool of choice for many years (before Windows 2000 and its Terminal Services).
It isn't fast (few GUI remote-control tools are), and it can't do over 256 colors (maybe this has been upgraded on newer versions?) but it does the job easily and cheaply.
You'll want to download the newest version and install it though anyhow - so this "option" doesn't necessarily meet your "already installed" criterion.
Install it and read the Help. Look under the heading "Remote Desktop Sharing."
If (once again) you have the necessary ports open, you might be home free!
I hope this rambling post hasn't been too annoying - I'm fighting against the Tek-Tips session timeout (major annoyance on this site, and one I haven't been able to explain to them to get them to fix).