>>The user will not see 5000 records at the same time; you should be able to show data a month at a time, for example.
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>Having all data displayed it's very quick to search by number/data/client/.. and answer i.e. a phone request...
In that case, you might have a form that allows you to search ("filter") by any of these criteria, and return the specific records. It need not be very specific; if you select "all clients that start with 'C'" that would already help reduce the amount of records that must be transferred.
When working with client/server, the more records you retrieve, the slower it will be. That may be the real cause of slowing things down.
On the other hand, you mentioned remote desktop; I hadn't noticed this before. Here the situation may be different, in that the records are not transferred, but rather, the image on the screen. In this case, perhaps all you need to do is reduce the number of colors that are displayed.
Difference in opinions hath cost many millions of lives: for instance, whether flesh be bread, or bread be flesh; whether whistling be a vice or a virtue; whether it be better to kiss a post, or throw it into the fire... (from Gulliver's Travels)