Another option for using a Mac to access Windows servers using RDP is CoRD. CoRD reminds me of VisionApp, or MRemote, both excellent apps for Windows.
While CoRD only does RDP, not VNC, SSH, etc. it works much better than Microsoft's free Remote Desktop App. One of the major problems with Microsoft's RDP is that it forces you to authenticate before it connects to the remote session, which means you can't change your password if it has already expired.
CoRD can be obtained here: http://cord.sourceforge.net/
