My friend and coworker Alex Scoble showed me how to remotely connect to the console session of a Server 2003 machine the other day. You can do this three ways:

1. From the command line type: mstsc -v:YourIPhere -console
2. From the RDP connection GUI add /Console after the machine name
3. Edit the RDP file (open in Notepad) and add the following line to the end of the file: connect to console:i:1

Why use the console switch? Three reasons as far as I can tell:

1. You can log onto the existing console session and not have to reopen your applications.
2. Some applications can only be ran from the console.
3. Hear audio at the Server.

Console switches aren't needed when connecting to a Windows XP Pro machine because XP will automatically and only connect as console.

There are a few other command line parameters. They are listed and defined here.