I connect with Citrix to work as well.
If the Citrix connection is successful, you can run MSTSC.EXE from your citrix session to remote to a windows desktop inside your company. I do this all the time.
If you are are not able to Citrix in, try and make sure you have the newest clients from citrix.com. There are 2: A web only client meant for the XenApp web interface, and the standard online plugin which uses Dazzle to configure your connection. (Similar to the old Program Neighborhood).
Remote Desktop =/= Citrix. They are based on similar technologies, but the implementation is very different.
EDIT: Link to Mac Citrix Plugins
http://www.citrix.com/English/ss/downloads/details.asp?downloadId=2303485&produc tId=186&c1=sot2755&c2=ost12726
Top Download is full client w/ Dazzle. Bottom download is browser plugin only. (Your Citrix (now called XenApp) setup will need to have a web interface for the bottom download to work).
All you need to connect to Citrix is one of the above 2 programs. Once connected, you are in a Windows environment and can use the windows remote desktop (MSTSC.EXE) to connect to your work computer.