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If you are reconfiguring an existing installation, make sure to select Keep keep from the options at the top of the setup box or all packages will be reinstalled.
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On the remote side, all applications that use GL need to be compiled to support it (along with X11, obviously). For instance, Qt 3 and 4 have has OpenGL support enabled by default on Linux. I know wxWidgets does, too, and probably GTK. I have not tried Java 3D, yet.