By default, RDP connects to a hidden session and locks the "console", being the session that would be visible on a monitor or TV connected to the pc you're connecting to.
By using the commandline switch "/console", you force RDP to connect to the console, the "main" session if you wish.
However, I'm just reading that this is only supported on server editions of Windows and (apologies) I'm too lazy to look it up to be sure. A quick search should help you find more info on it if wish to give this a try.