Citrix is an add on that works much in the same way that remote desktop does. However, you can transfer files, printing is more automated, and it is faster. It costs a lot of money though, and it sounds like you are an end user.
Contact your administrator to setup ftp or a similar solution to transfer files. Citrix is expensive. Its worth it, but its hard to justify that cost for the needs of one user (unless you are important enough to warrant this being done).
Matt J.
Please always take the time to backup any and all data before performing any actions suggested for ANY problem, regardless of how minor a change it might seem. Also test the backup to make sure it is intact.