There's a utility called PsExec from microsoft that permits this. But I doubt the implication in their blurb that such facilities don't have to be set up from the remote windows machine first - IMO you can't just launch something on any windows machine that happens to connect to your server, my God, the hackers would have a field day ;)

http://technet.microsoft.com/nl-nl/sysinternals/bb897553.aspx