I have no experience with Jaadu, but:
RDP stands for Remote Desktop Protocol, and is a proprietary protocol developed by Microsoft. (More from Wikipedia)
VNC stands for Virtual Network Computing, and is platform-independent. (More from Wikipedia)
Although I've seen the terms interchanged, RDP is usually used to refer to connecting to a Windows PC. Windows PCs have the RDP built into them, but there are clients for both Mac and Linux. Linux users can use rdesktop to connect to a Windows computer.
VNC requires a separate client running on a PC, but is platform-independent, so I can have a VNC client on my PC and connect to a Linux box running a VNC server. VNC programs can usually inter-connect with one another, and often include other features that RDP doesn't, like file-sharing/transfers and chatting with the person on the other computer.
Our very own Jeff Atwood even has a Coding Horror article from 2005 about the two protocols.