start | run - mstsc -v:0.0.0.0 /f -console
(replace the 0.0.0.0 with your ipaddress)

Also

How can I auto logoff or automatically log a user out of Windows after a period of inactivity?

A: This can be done in Windows 2000 / XP / .NET using Group Policy. Control Panel, Administrative Tools > local security policy > local policies \ security options \ "Automatically log off users" and/or "Amount of idle time required before disconnecting session"

And

One can set it by user in Active Directory Users and Computers. Go to the properties of the user, then click the Sessions tab and set the inactivity timeout to whatever you want.

One can also go to Start - Programs - Administrative Tools - Terminal Services Configuration. Double Left Click on the RDP Connection and go to the sessions tab. That will create server wide settings and you can choose to over ride individual user settings. In particular, you will want to logoff users after a disconnect.