I often use MYOB Premier (and other accounting packages) on a VPN connection and occasionally using Microsoft Remote Desktop or Teamviewer.
The VPN connection I use is usually between New Zealand & Australia and while it is not as fast as using a local network data file, it is still quite usable and stable. Using Microsoft RDP also works well, Teamviewer is noticeably slower.
Personally I would NOT recommend using Quickbooks on a VPN, despite its better performance speed-wise, as I have experienced a significant number of issues with data file corruption when using a VPN.
I found a hack that allows concurrent remote desktop sessions. So I am able to remotely log in and access MYOB (and other applications/files) on the host computer while someone else works locally on the same computer (including using MYOB).
Its exactly what I needed. Thanks for all the replies