A long time ago, when I had my first exposure to (beta) Windows2003 at a Microsoft roadshow, I saw that the remote desktop actually pulled the console across to the client as opposed to having a new desktop session. I thought this was a pain as it meant that a remote administrator could pinch the console away from the person actually using the console at the server which would be really annoying. However, in my experience on the final product this never happened and you always got a virtual console. This is great unless you want to see the output of any scheduled jobs that are interacting with the desktop. I’ve now found that it is possible to get the console itself by using the -console option as documented in kb278845.
Use mstsc -v:servername -console to “pinch” the console session (the currently logged in user would get logged off) or start a standard terminal session and then in a dos command prompt type in shadow 0. The only downside of this is that you need the logged in user to allow the remote control.