I'm connecting to a remote Mac through a Windows. ahh it gets more complicated than that.
I'm sitting by my iMac. I use Virtual Box in it to launch Windows 7. In it I have a VPN connection to a remote Windows network, which allows me to use Remote Desktop to one of the Windows (Vista!) boxes over there. From that Vista box I VNC into a Mac OS X Lion. (Don't ask me why, but that Mac doesn't have a public ip which prevents me from accessing it in the first place.) So: OSXLion -> (virtual)Windows7 -> Windows Vista -> OSX Lion
That last Mac was recently upgraded from Snow Leopard. Now with Lion, sometimes apps run in fullscreen. Somehow I can't get out of that fullscreen. Normally you'd move the mouse pointer to the top of screen and a menu list bar drops down allowing you to reach the fullscreen button top right. Now, in my current setup that menu list bar never drops down on the remote Mac at the end of the line.