mstsc /admin for Microsofts RDP for Mac OS X
Solution 1:
I don't have my Mac in front of me however in a version prior to 2.1.0, there is an tick box option on the Remote Client Connection setup for an admin connection. It is labelled connect as Administrator if I remember correctly.
For version 2.1.0 and greater, see Christian Muggli's article Microsoft Remote Desktop Connection Console or Admin Session shows how you can put the /console or /admin directly at the end of server name of the RDC client (Mac or Windows).
Official confirmation on how to do this is via this Microsoft Help Article: How to connect to the Server Console