Remote Desktop Security

I run a linux virtual machine for playing around with ruby as well as running an SSH server.

Then I use putty and I tunnel my RDP session through the SSH tunnel to ensure its security.

Information on doing this available here:http://www.engr.wisc.edu/computing/best/rdesktop-putty.html

A bonus: you can just add a tunnel to putty and access another PC at home if you have one, or you can make web requests, etc straight to services at home without exposing them to the internet.

Remote desktop in Vista can be pretty secure. It can use SSL for transport encryption and does network level authentication to verify that the host is the one you where expecting. Getting your traffic is snooped on is unlikely. But that doesn't prevent someone from trying to login. I believe you can setup your system to do account lockout, so if an attacker does start to try lots of passwords they will lock the account.

Here is a good article on getting it secure.