need VPN - MSTSC look-a-like on UBUNTU

i need simple, clear steps on how i can get connection to my work Windows/XP PC from my home UBUNTU.
Using my "home" Windows/XP system, my company provided me with a download of VPN that comes up when i double click it and enter my "at work" username and password. Once the VPN is running (connected) i then start - RUN- MSTSC and log on again...then i am magically connected to my Windows/XP PC computer on my desk at work. works great.

Now i wish to do the same with my home UBUNTU system.

I find that I can "PING" my work "DEST" with no problem from UBUNTU...i tried downloading and execution some programs from the internet, but they just seem to go away, with the system monitor showing them sleeping...

so the question is, what are the "exact" programs and settings i need to mimic my Windows/XP VPN-MSTSC connection?

I am running:
Ubuntu 7.04 - the Feisty Fawn - released in April 2007.
i use same connection (DSL) that my Windows/XP uses...no routers involved...i physically unplug the Windows/XP box from the DSL (modem) and plug UBUNTU into the exact same DSL (modem) (not really a modem...) this is what i am also using for the UBUNTU internet connection that i am using to write this story. and again, the PING works fine...

thank you,

jt