Security Policies for PC’s and terminals

We have a situation where we will have several users connecting to a system via neoware stations using Citrix Metaframe XP but will also use personal computers. We want to be able to set a policy to lock down the desktop on the neoware station but not on the PC. Since the neoware station isn’t in active directory itself (as a computer or otherwise), we are not sure how to set a policy so the user can login to neoware and only use what the are allowed and log in to the their PC pretty much unrestricted. Does anyone have experience with this?