If you are using Windows XP or newer, your computer has everything required to connect to a Windows computer at the department through Remote Desktop (rdesktop).
Click on the Start button, then All Programs, Accessories and click Remote Desktop Connection.
The following window will pop up. Type the name of the computer you would like to connect to (term.imp.fu-berlin.de in this case) and click Connect.
You will now see the following login window where you should be able to login with your normal login credentials from the Physics department. Don't forget to provide the domain name which is "FU-BERLIN" which can be provided by prepending your username with FU-BERLIN\.