terminal services/remotedesktop performance faster via XP?

When I connect to a 2003 server from an XP machine - the screen responses
or program performance especially with MS ACCESS2002 are much faster than
the same connection from a WIN 2KPro or WIN 9x machine.

Why would this be - when the remote desktop client software is the same on
all machines.

I didn't realize than the underlying op system would have such an impact.

Does this also mean that such performance would be slower from thin client
hardware?
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