I use Remote Desktop Plus from Shape Services. It's great for controling my PC at work and gaining access to crucial desktop apps in a pinch. I would recommend you give it a try.
RDM+ requires an application running on the remote machine. And the connection goes through Shape's servers.
Shape does make an application called TSMobiles that's a true RDP client. However, their website has been saying "Special version for BlackBerry Storm is on the development stage." since the Storm was released. The app is $44.95...just doesn't work on our phone yet.