Here’s another little trick that I assume most people know, but perhaps not.
When you’re connected using Remote Desktop and you need to kill a task, or to check on CPU or memory performance, how do you bring up Task Manager? If you press Ctrl-Alt-Delete, you’ll get the Windows Security dialog in the host machine–not on the remote machine.
To bring up Task Manager in a remote session, just use the keyboard shortcut: Ctrl-Shift-ESC. This will directly open the Windows Task Manager on the machine that you’re connected to. Voila.