I'm having difficulties doing Ctrl+Click in VNC clients when I'm connected to Windows XP machines.
When using OS X's built-in Screen Sharing as your Mac's VNC client, then Ctrl-click is sent to Windows servers just fine. (You'll actually need a multi-button mouse then to do a Windows-like right-click. That is: the only way I know how to do a right-click in a Windows-session with Screen Sharing is actually right-clicking.)
To start Screen Sharing, hit Cmd-K in Finder and type some URL that starts with
vnc:// To create a shortcut in 10.6, first connect to the remote server and then drag the proxy-icon (the little icon in the menu bar, left of window title) somewhere. In 10.5, one can create a shortcut by dragging the
vnc:// URL from the Safari location bar (address bar) instead.