Actually, if it is a strong enough hardware, you can run any GUI application that you'd like with vnc (like I do Ktorrent and aMule on my headless Arch server).
Here's how you do it:

• Headless Server
• Headless Windows Server

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Headless Server

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1. Install basic xorg, a basic window manager and tight vnc on the headless server:

Headless Windows Server

2. Run the server once so it will create ~/.vnc and setup passwords Spain guitar chick corea.

3. Setup the vnc startup script (so you wont need to ssh and manually activate it after the headless reboots).
Call it vnc and put it in /etc/rc.d/
Dont forget to set it up to run at startup in rc.conf
replace daf666 with your username!

#!/bin/bash

# general config
. /etc/rc.conf
. /etc/rc.d/functions

case '$1' in
start)
stat_busy 'Starting vncserver'
su daf666 -c '/usr/bin/vncserver'
if [ $? -gt 0 ]; then
stat_fail
else
add_daemon vnc
stat_done
fi
;;
stop)
stat_busy 'Stopping vncserver'
killall Xvnc
if [ $? -gt 0 ]; then
stat_fail
else
rm_daemon vnc
stat_done
fi
;;
restart)
$0 stop
sleep 3
$0 start
;;
*)
echo 'usage: $0 {start|stop|restart}'
esac

4. To setup openbox to run at startup insert 'openbox' in your ~/.vnc/xstartup

5. Reboot the headless

6. Install tightvnc on your desktop machine and connect to the headless: vncviewer 6.6.6.6:1 (replace with ur IP and screen num)

7. Install ktorrent or what ever. then it will keep running after you disconnect