When I RDP into my server from home, my desktop icons are arranged the way I want them; but when I log in from anywhere else, they're all bunched up on the left. I have no idea how this can happen; but I'm sure there's a reasonable explanation?
@soandos is correct, desktop icons will change depending on the screen resolution you use when you log in. One way to fix this is to use the same resolution at every machine.
[Additional recommendations on organizing your system, not part of answer]
It's my opinion that if you use remote desktop a lot, don't use the desktop to store files or launch programs. Files should be stored in your user home folder or on a network shares so you don't have to be logged into the machine to access them. Program shortcuts should all be in the start menu so you can quickly search for them by name. Your management tools should be pinned to the task bar for quick access.
The desktop is best used for short term storage that you clean up when you complete your user session.