There are about 20 different ways to "connect to a work Mac OS X server." It all depends on how the server is set up.
Do you want to establish a VPN connection? If so, PPTP or L2TP over IPSec? Do you want to access file shares? Email? LDAP directories? Make an SSH connection? Are there other people in the company that are "connecting" remotely? If so, how are they connecting? What does the IT department (or whomever is in charge of the server) say about remote connections, and which are allowed and disallowed?
Please elaborate on what exactly you're trying to do. Without knowing what you're trying to do in detail, we can't even begin to offer you any advice.
