Never saw an answer coming on this one..
Is this possible : install an agent on a thin client and remote control it ?
If your are on windows embedded, it's works, but you must disable the File Write Blocker and the EWF... On the Linux thin client I don't have this kind of hardware, but if they have a standard GUI and x86 capable processor, this should works. But I don't think it's a good choice to install something on this type on machine, as someone posted, you should monitor the server... And use the great KNM to monitor the hardware with CIM and SNMP on thin client. And remember to have SPARE !!