What does travelling have to do with it? You should be able to access it anywhere there is internet.
I think the issue there would be speed. Two layered remote desktop connections doesn't sound ideal!
Edit: actually I'm not sure I understand what he is suggesting. I know that Windows is required to access my work VPN.
Edit 2: I don't think my work would let me setup my own remote desktop on my work computer. They have a specific way of allowing remote access (as most corporations do), and I'm guessing that is not one of them, otherwise I assume they would not tell me Windows is required.
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