When using Windows as the host computer and Linux as the client, most of the keystrokes would be incorrect by default (dash, slash – those kind of keys). This is actually fairly easy to solve, by adding and activating an English keyboard layout on your client machine. This may seem a little counter-intuitive since the keyboard is actually Norwegian, but I suppose it has to do with normalizing or some such.
The next problem you might face is that some of the keys accessible through the AltGr-key no longer works (@ and $, among others). I managed to solve this by making sure both English and Norwegian keyboard layouts were added, and on the keyboard layout configuration panel going to “Options”, “Key(s) to change layout” and checking “Right Alt (while pressed)”. This basically switches to Norwegian keyboard layout whenever I press AltGr and seems to do the trick. I’m unsure if this is an option on all Linux distributions – your mileage may vary (I did this on Linux Mint 15).