Virtual Desktop Infrastructure or VDI is a form of desktop virtualization. It is sometimes called “Client Virtualization“. The concept behind this CV is detach personal computer desktop environment from a physical machine using a client / server model of computing.
Using VDI-In-a-Box, it helps to make lower desktop support costs and greater uptime. Through centralized server, it is possible to hosting a desktop OS withing a VM, that supports VDI. As comparable with thin clients, it helps to reduce cost is purchasing desktop PC. For desktop virtualizations, tasks like assessing desktop computer hardware, deploying or patching or rather say, upgrading or updating desktop operating systems, updating antivirus signatures (like dat files etc.), securing data from outside hackers, and desktop support become more and more challenging jobs in today. With this VDI-In-a-Box, it helps to reduce desktop support expenses. There is ever application compatibility Problems are found rather than with Terminal Server as in case of single user OS. By using it is possible to deploy clients so quickly. It also has desktop image-management capabilities. More and more secure in case of remote access. But some negative approaches also there. That basically on Multimedia related (specially Audio bi-directional problem and video card also). Not only that, it may be required some 3rd party add-ons/ins or patch for proper printing solutions. Lack of skilled IT people and short of awareness also making problems. Also some loss of user autonomy and privacy problems exist there. For this purpose, there are mainly two products called Sun Virtual Desktop Infrastructure or SVDI and Kaviza VDI-in-a-box or KVDI which perform more or less same.
Here is very good source that helps to clear concepts.