I used Caitlyn's suggestion ... "installpkg tightvnc-1.3.8-i586-4vl58.tlz"
Then it should be in gslapt. Click update, then search for it, and right-click to remove.
Alternatively, type "removepkg tightvnc" in a console.
As to adding an application to /etc/rc.d/rc.local, where can I learn the syntax?
Just open the file with any text editor (as root) and write the command that launches the server at the end of the file. Whatever commands you write there are going to be executed before you even login.
If you want to autostart an application after you login to your desktop environment (which is xfce, in your case), you can go to Menu --> Settings --> Autostarted Applications.
EDIT: Caitlyn has a good point. It doesn't need to be xfce. It could be any of those three window managers / desktop environments, and there are plenty of others that you can install like KDE or Gnome. It's all about choice in the Linux world. I'm just assuming you're using xfce.
I am not familiar with ssh tunnel for VNC or ssh with x-forwarding
This is being discussed here: http://forum.vectorlinux.com/index.php?topic=7196.0
Hope it helps.
How do I move an app from one menu to another?
This can be a frustrating business when going from Windows to xfce. Other desktop environments like kde can make this easier. But, hey, xfce is lighter and so some features aren't there.
Most of the menu entries are in .desktop files inside /usr/share/applications.
Open a couple of them with a text editor and get familiar with their syntax. Hopefully, to change the icon you want to another menu, you just need to edit the line that says "Categories". It should say Network or System there, so you can change it. It usually doesn't work right away, so I find it easier to move the .desktop file to another location, say, your home directory, which should make the menu entry disappear. Then edit it, and move it again (as root) to /usr/share/applications. It should now appear in the right place.
(To add to the frustration, sometimes what you write in Categories is not exactly the same as the menu titles -- I think you need to write AudioVideo, for example, instead of Multimedia. The best way to learn this is to look at a couple of the .desktop files and see what's going on).
I remember being enraged when I first started using Linux about how something so simple could be made so annoying. That might be a "windows glasses" thing as well. I was used to changing all the windows menus until they were "perfect", but nowadays I really don't care. After all, the .desktop files are (usually) put there by the application developers. But yea, if you want to change it, why shouldn't you? It's just a bit more cumbersome in xfce than in Windows.