Application Manager --> Download --> VPNC-gui
Application Manager --> Download --> rdesktop
VPNC-gui --> Import PCF file.

VPN to work with RSA token then RDP to my work box.

Worked flawlessly, first time, off the bat without any tweaking/fiddling and the speed was very impressive!

Granted this is probably entirely possible on iPhone/Android/Windows Mobile/Symbian/etc but this is my N900 and this is my wow moment.