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To help answer your questions, Citrix MetaFrame is the product you need, and, as it is an extension of Terminal Services it must be installed on the server that is running the application, if you are going to run it as a published application. Citrix works best this way, although you could map apps on other servers if you had to. You can easily install a client to a database type app on a Citrix server that connects to a remote database server - Citrix works well with this kind of app.
There are 3 flavours, XPs, XPa and XPe. All 3 can publish applications, the main differences are that XPa allows "Load Management" - a way of distributing the load on all the servers and, coincidentally, a way of providing "High Availability" (NOT fault tolerance) to all published apps in that if a server goes down, the users can simply reconnect to the same app on a different server by clicking the same icon.
XPe has Resource Manager - an enhanced Perfmon with current and historical reporting and billing facilities, and Installation Manager - a method of deploying applications in a similar way that RIS deploys Windows 2000 Pro. Great if you've got 10+ servers and don't want simple clones.
XPs is the basic product, and doesn't have any of those features.
You can access a Citrix server from practically anything that has a keyboard and a network connection. That is one of its major advantages over Terminal Services.
For more info on Citrix products, please post in the Citrix solutions forum forum48
Hope this helps CitrixEngineer@yahoo.co.uk