I think it depends alot on the remote you buy. Im pretty sure logitech has a USB based remote/ir thing meant to plug into the front USB port for a quick HTPC remote. They may also have some that interface with your video card somehow, but im sure there is a dongle for the IR reciever so you dont have to point the remove to the back of the case.
Course some HTPC cases come with a remote, IR sensor and VFD display. Im not 100% sure how those interface with the computer exactly to be honest.
One thing I have read however is that you need Windows MCE to take advantage of a remote control. I heard (take it with a grain of salt) that you cant use a remote in XP Pro/Home, at least not a media center remote.