Prevent RDP from replying from a domain name

No you can't DNS resolution is a separate process done by the system. If you have both a webserver and rdp server on www.example.com if you remove www.example.com from the DNS, the website will no longer be reacheable using the name.
So you can't solve your problem but I don't see why it's a problem

"Security through obscurity" is a bad idea, because it only works if your enemies are stupid and not particularly determined. However, you certainly can change the listening port for RDP: http://support.microsoft.com/kb/306759

What you may really want to do is to configure a VPN connection, and, when it is working, block outside connections to port 3389 using Windows Firewall. This tutorial from Microsoft is overkill, but it should include all the details that you need.