So, for RDC, I use the client Chicken of the VNC on the OS X machine. It offers settings int he preferences that allow you to not use 32 bit color, and it automaticalloy removes the desktop background when you log int over RDC. Once you disconnect, the desktop is unchanged from your original pc settings.
I'm not sure which part you are wanting to know how to do? Sharing your pc's connection to the internet?
IF so, then you can do Internet sharing on the pc, then connect to the internet on the mac through your pc.
I'll have to look up the specific setup for you, but all i'm going to do is google it.
Basically it looks like this.
Modem ---> PC (for main internet connection)
PC ---> Mac (Using internet sharing)
Since I"m not familiar with your current setup, it's hard to tell you where to go with it.