I constantly play music on my actual machine while working on others via remote desktop. I've noticed that on both my laptop and desktop machines, using the keyboard volume control buttons won't affect the host machine volume if my focus is on the remote desktop machine (which it almost always is). Does anyone know a way around this?
For mstsc version 6.2.9200 under Windows 7 Pro, Local Resources tab, there's an option to "Apply Windows key combinations." It's a drop-down list. Try setting it to "On this computer," but this will also disable any ALT+TAB you were going to do on the remote machine.