Are you trying to RD to the Vista boxes, or from them? I thought that all Vista flavors came with the client, but you just can't connect to a Vista home box.
If you are trying to RD to the Home PCs, then yeah, you need some sort of 3rd party app. Lots of people have had good luck with VNC, and you can't beat the price.
Home boxes can't authenticate against AD, but you can use domain resources, you just need to use domain\user or user@domain when it prompts for credentials.
ON EDIT: I also found this:
http://www.unet.fi/fransblog/2007/08/30/enable-remote-desktop-connection-on-vista-home-premium/
Didn't try it, can't guarantee it isn't some malware, but I did find it linked in a couple different places with different people reporting success.
Tom