Remote Desktop Protocol 7, the version which shipped with Windows 7 and Windows Server 2008 R2, is available to install on Windows XP (x86) as well as Windows Vista (x86/x64).  This will bring the RDP7 functionality to those platforms including new functional enhancements including multiple monitors, bidirectional audio, multimedia enhancements (specific codecs), etc.  In my experience during real-world POCs, it is worth the upgrade.

The Start Menu subscription capability available in Windows 7 has not been backported.  You will see the new system tray icon but when you click on it there will not be an option to invoke the control panel applet as you would see in Windows 7.  One more reason to upgrade (as if you needed another reason).

http://support.microsoft.com/kb/969084/en-us