You can use Remote Desktop feature to access your desktop. For example if you are on windows xp, click Start : Programs : Accessories : Communications : Remote Destkop Connection
Enter your vps/server IP in front of Computer. When you see the windows 2003 server login screen, you need to enter username: Administrator
You should already have your admin password which was provided when you signed up for the vps/server. It is usually same as the password of your control panel.