Am I able to install programs on my PC with WHS installed? My goal is to install a program on this PC that I can access remotely. Not sure if that would be supported by WHS.
By design, the only interaction with your server should be through the shares, the remote access web site, and the console. So the installation of a program on the server's desktop, or indeed the use of that desktop through physical console or Remote Desktop connection, is unsupported.
That said, yes, you probably can install a program on your server. Just realize that you are doing so at your own risk; if that program causes problems with your server, you could conceivably experience a range of issues, right up to and including partial or complete data loss. This is unlikely to occur, but possible.
A better solution would be to install the software on a desktop computer joined to your home server, and use the home server's Remote Desktop proxy (part of the Remote Access web site) to access it on that computer. The desktop computer must be running a version of Windows which supports incoming Remote Desktop connections; that would mean Windows XP Professional and MCE, and Windows Vista Business, Enterprise, and Ultimate. I'm not on the WHS team, I just post a lot. :)