For a simple and free (and fairly standard!) way to secure your remote desktop sessions — and without having to figure out the crazy, proprietary Microsoft security stuff — take a look at copSSH. copSSH uses a streamlined Cygwin client to setup an SSH sever on your Windows box.
I’ve recently been using copSSH and PuTTY‘s Pageant authentication agent to tunnel RDP through PuTTY/copSSH SSH connections. Works like a charm.
One gotcha: copSSH doesn’t clean-up after itself well. Consider running
taskkill from time-to-time.
C:\WINDOWS\Taskkill /F /IM bash.exe /T
Or if you prefer bashing:
$ kill -9
ps | grep ^I.*bash$ | cut -c2-9
Accrue more than 64 zombied PTYs and you’ll find yourself locked out of the server.