Is PXE Boot what I need?

I have a handful of linux PC's that have been running puppy linux quite happily to give them a desktop from which they can launch an rdp client to log into a Server 2003 Terminal Server. Now we have upgraded to Server 2008 the rdesktop client does not work.

As all I need is to boot to an RDP login that will work with server 2008 can I do this by PXE boot and if so what do I need to do, presumably there is some application or configuration that needs to be set up somewhere on the network. Alternatively is there s superskinny linux version that can present me with an rdp login and nothing more?

Or even something that can built into a thumb drive?