When I powered up the VM, it seemed to totally hose my keyboard. None of the keys appeared to work, and the ctrl-alt escape mode didn't work either. I had to kill the vm from another session, and even after that the control, alt, and caps lock keys were all faulty until my X session was restarted.
So there are a number of challenges before we can run a virtual windows desktop in a Sun Ray. I may have to set up the VM separately before I can connect to it through rdesktop.