If you have been using eDirectory or Identity Manager on Windows servers, then you have probably noticed that some options, like NDSTrace for eDirectory, and driver tracing for IDM (remote loader for example) will not work when you click on the buttons, if you connect via RDP.
This is according to TID 10098906, because you need to be running in the console session. With Windows 2003 Server, you can try an "mstsc /console" command to launch the RDP client, which will do the trick.
The extra point to bring out is this:
If you do not want to disconnect and reconnect your RDP session, you can just do a Start:Run and execute the command "shadow 0" and you will be able to get at the console session.