I installed Windows XP on a separate Boot Camp partition and when I want to connect to my work PC, I boot it inside a VMWare virtual machine.
From XP, I use Internet Explorer to connect to my work's secure website and download their VPN connection client. After it connects, I use the Microsoft Remote Desktop client to get to my work PC, also running XP.
If my work allowed the use of the Cisco VPN client, as it formerly did, I could use the OS X version of the connection client and the OS X version of the Microsoft Remote Desktop client to connect. But they don't. 🙁
However, once the Remote Desktop connection is made, I can make drives of my home computer available to the remote computer. This is enabled in the connection settings of the Remote Desktop client. When they're present, they show up in the folders list in Windows Explorer as "<drive name> on <local computer name>".