IMHO the best and secure way without any 3rd party solutions is to install cygwin on remote server and set up there SSH service
This way you can connect to your server over SSH using public key authentication (which rise your security to a maximum level) with help of putty (or its better incarnation KiTTY). In
setting: Connection\SSH\Tunnels set source port to say 33890 and destination:
localhost:3389, choose radio button "Local".
From now when you connected to your server over SSH your local machine will listen on port 33890 and bypass RDP connection over secure channel to remote server.
(Use address of remote server in RDP connection as "localhost:33890")
This way if you don't need graphic user interface of Windows you can do anything from putty console (use any command line utilities) or if you need full featured RDP access just connect to your server over Remote Desktop connection by using "localhost:33890" as an address of remote server.
If you'll decide to use my solutions, change default SSH port 22 to something else to avoid useless crackers scanning. Not critical if you use public key authentication, but just reduce network loading on server. Second disable password authentication and allow only public key authentication, it will secure access to your box significantly.