Ethernet is a hit or miss affair and it comes down to luck of the draw with your hardware.

For the hub and memory stick, you're probably ok. For an unpowered 2.5" portable drive, you will either need the hub to be powered or run a cable out from the internal port. You might need that extra power to the hub if you want to add USB sound.
Clock screen saver is on there. On the Net, you have choice of a whole load of screensavers for XP and I might have included the crappy media center slide show one.
The squeeze client is A port of the Linux one. It's on the install. I think the squeeze server needs a tweak to get it to install. Have a search through this topic. I have a vague recollection of it being connected to Java....?
I think RDP should work the same as VNC, but I have no experience of that myself. uTorrent on the build is set up to auto load .torrent files placed in a shared folder, which might save you 'dialling' in to the Joggler. You will get a visual feedback that the torrent has loaded as the file name changes from .torrent to .LOADED.
The on board sound can be disabled completely.
Good luck, post here if the link is not working.