When you use Remote Desktop Connetion (Start->Programs->Accessories->Communications->Remote Desktop Connection) to remote into an XP machine you get connected to the console session. I could not find a way to connect to the console session of a Win2K3 server using the Remote Desktop Connection UI Options button.

The trick is to use the command line with the /console argument. 

mstsc /v:servername /console

Here is the help from MSDN.

Mstsc

Creates connections to terminal servers or other remote computers, edits an existing Remote Desktop Connection (.rdp) configuration file, and migrates legacy connection files that were created with Client Connection Manager to new .rdp connection files.

Syntax

mstsc.exe {ConnectionFile | /v:ServerName[:Port]} [/console] [/f] [/w:Width /h:Height]

mstsc.exe /edit"ConnectionFile"

mstsc.exe /migrate

Parameters

ConnectionFile

Specifies the name of an .rdp file for the connection.

/v:ServerName[:Port]

Specifies the remote computer and, optionally, the port number to which you want to connect.

/console

Connects to the console session of the specified Windows Server 2003 family operating system.

/f

Starts Remote Desktop connection in full-screen mode.

/w:Width /h:Height

Specifies the dimensions of the Remote Desktop screen.

/edit"ConnectionFile"

Opens the specified .rdp file for editing.

/migrate

Migrates legacy connection files that were created with Client Connection Manager to new .rdp connection files.

Remarks

• You must be an administrator on the server to which you are connecting to create a remote console connection.
• default.rdp is stored for each user as a hidden file in My Documents. User created .rdp files are stored by default in My Documents but can be moved anywhere.

Examples

To connect to the console session of a server, type:

mstsc /console

To open a file called filename.rdp for editing, type:

mstsc /edit filename.rdp

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