Yes it is possible !
With 2X ThinClientServer PXES edition you change you PC into a ThinClient that will boot teh free Linux thin client OS from the 2X ThinClientServer. It can then connect with RDP to a VMWare virtual machine.
You can do all that almost for free, you only need a Windows Server box. You can download 2X ThinClientServer PXES edition and VMWare Server for free.
