I'm not aware of any remote desktop problems. Sure, someone could open a remote session and try to hack into your machine by trying to crack your password (repeated login attempts), but if you have a descent password and have a lockout threshold enabled (lock the account for 5 mins after 5 invalid tries for instance) it makes cracking extremely difficult, extremely impractical, probably impossible. Here's a neat chart:
http://www.lockdown.co.uk/?pg=combiWithout a lockout, with a complex password (say upper, lower, special characters) of 8 characters, it would take a
supercomputer 83.5 days to crack the password. With a 5 minute lockout after each 5 failed passwords, you're looking at, well...
1,000,000,000 passwords/sec (Class F super computer hack)
There are 200,000,000 groups of 5 password attempts (after 5 attempts we'll lock them out for 5 minutes)
This is where my math gets fuzzy, but I believe if you make the hacker wait 5 minutes after every 5 invalid passwords, you're adding 200,000,000 5 minutes intervals to their hack-time, which breaks down to 694,444 hours, or 1902 YEARS! And remember, this is for a SUPER computer! I'm sure we'd be talking about up-teen millenia for Joe Blow hacker.
Of course if there are any other attacks that happen over port 3389 that I'm not aware of that don't attempt to crack a password, then that's another story. And if you know of one, let me know! Cuz I use RDP for work all the time!!! haha
~ k