This should work on Windows 7 and Vista
Right Click the desktop and select New Create Shortcut
Enter the following in the location of the item
mstsc /v:remote
Where “remote” is the computer you want to connect to
Click Next
Name the shortcut something memorable
Click Finish
You should now have an icon on the desktop.
Other parameters:
[for experienced users only]
mstsc.exe {ConnectionFile|/v:server} [/console] [/f] [/w:width /h:height]
mstsc.exe /edit”ConnectionFile”
mstsc.exe /migrate
Parameters:
ConnectionFile : Specifies the name of an .rdp file for the connection.
/v:server : Specifies the remote computer to which you want to connect.
/console : Connects to the console session of the specified Windows 2000 Server.
/admin : Connects to the console session of Windows 2003/2008 servers – note admin replaced console
/f : Starts Remote Desktop connection in full-screen mode.
/w:width /h:height : Specifies the dimensions of the Remote Desktop screen.
/edit : Opens the specified .rdp file for editing.
/migrate : Migrates legacy connection files that were created with Client Connection Manager to new .rdp connection files.
The above information came from the Microsoft TechNet site