Yes, with .NET Remoting you need to have the interface of the remoted
objects in a DLL referenced by both the server and client applications.
There are other ways to access a remote object through .NET Remoting
without this shared DLL, but having never experienced them, i couldn't tell
you how they work.

Not at all. We at the moment have an application with the server hosted on
our LAN and the client applications a bit everywhere on the Internet. It
works just fine (although if you want to do that, you should probably have
a look at Genuine Channels to avoid the firewall/proxy problems when making
callbacks from the server to the client: www.genuinechannels.com).