See the link in Jason's post, it has good information but I'll expand the full solution here.
This is a 'newer' feature in RDP available WAY after the OP asked the question. And I SWEAR I saw this QA someone else on SO but can't find it now if someone wants to dig for it and mark as duplicate.
Here's the new way to do this:
Run the command "mstsc /l" to get a listing of the monitor IDs available. Those the zero-based monitor numbers and be careful to pick monitors that touch (which can be challenging from the listing because it just displays a bunch of pixel mappings so monitor 0 is not necessarily next to monitor 1.
Run the command "mstsc" to open RDP, setup all the settings and check the box that says 'use all my monitors' then SAVE the rdp file.
This last step does not have a way to add via the regular interface (yet, maybe they'll add it someday). Open the saved RDP file in notepad. Add a new line to the file right after the 'usemultimon' line that reads 'selectedmonitors:s:0,1' without the quotes, where 0,1 are the monitors you selected from the previous steps. Yes it works for any subset as long as they touch so if you have 5 monitors you can choose 2 of them or 3 or 4 of them.
Example subset of file flagrantly taken from Scott's post, sorry Scott:
PRO TIP: whichever monitor you put first in the 'selectedmonitors' seems like it will be the primary display so from my experimenting you can swap the order of those to set up a different primary display (which makes a difference for the default for new windows and for how the taskbar notification area displays).