After you make a Remote Desktop connection, the remote desktop is displayed in its’ own Window.
To gain access to the drives of the remote computer:
Press Start / Programs / Accessories / Communications / Remote Desktop Connection.
Press Options and select the Local Resources tab.
Press Disk Drives and Connect.
The remote drives are displayed in My Computer or Windows Explorer as:
Drive_Letter on terminal_server_client_name.
Have found the performance of the RDP session suffers with “Disk Drive” selected.