When you connect to a Windows XP with remote desktop (RDP), you automatically get connected to the console, i.e. the same screen/session that a local user is logged into.
However, if you connect to a server, like Microsoft Windows Server 2003, you will not get connected to the local console session, but instead to a new session. Sometimes it is necessary to connect to the console session, for example when troubleshooting a problem and there is an error message on the console session screen.
To start the remote desktop in console mode you click on the Windows Start button and type in the Run or Search field:
For Windows XP:
For Windows Vista / 7:
And then press enter or click Run.