The software that you listed can be split into 2 categories.
1) Remote Control
Software like VNC & PCAnywhere fall under this category. When a remote use logs in to a VNC or PCAnywhere host, the remote use takes or shares control of the Windows session with the user at the host. This only allows for 1 remote users to use the host at any one time.
2) Remote Session
Software like FreeNX, Sun Secure Global Desktop (Formally Tarantella) & Citrix fall under this category. Here, multiple users can logon to the same server and each user has his/her own Windows session. A server administrator can shadow (remote control) any session if required.
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