You can get both a VNC server and VNC client for WinMo. I don't have the links handy, but I know the client is on sourceforge.
You can use RemoteTracker to have your phone send you it's current IP address in response to an SMS. It can also start the VNC server if it isn't already running. There is a link to the VNC server somewhere on the RemoteTracker site:
http://remotetracker.sourceforge.net/index.html
There is also a WinMo client for Hamchi VPN, so you can just use file manager between them, but I have not used it, so can't comment on whether it will stay running on the background or not.
Alan