Create a Remote Desktop Icon on your Desktop

This should work on Windows 7 and Vista

Right Click the desktop and select New Create Shortcut

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Enter the following in the location of the item

mstsc /v:remote

Where “remote” is the computer you want to connect to

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Click Next

Name the shortcut something memorable

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Click Finish

You should now have an icon on the desktop.

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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