No.
Assuming you're in a windows environment:
1. Download putty, or another ssh client.
2. Download a copy of vmware player.
3. Download a vm image of your chosen distribution (www.thoughtpolice.co.uk has a reasonable selection).
4. Get started from your desktop and then, when you need to go to your client's host, you'll have a base from which to start.
Just one way of getting into it all, there are others, and YMMV with this stuff.