Is there any RDP clients i can boot from a pendrive, what I means is have Linux that boots up and is only a RDPclient nothing else, like no desktop etc.
What you are looking for is a Thin Client, that is what I've seen them refered to across multiple projects and people like HP who sell machines with this.
Any Linux OS that will run / fit on a pen drive will be able to do this. And there are lot of tutorials to do this with your favorite distribution. You can even set it up so that a basic X11 loads with rdesktop already connecting and maximized to the window.
Here is a Linux Pendrive site - Here is a neat project LTSP, it runs a linux over a network machine. And here is a project that seems to do exactly what you want (along with some other remote protocols) Thinstation
I don't think such a distribution currently exists, but you could make one with the numerous tools available. Any one of the tiny distributions such as DSL can be fitted with a remote desktop client.
what I means is have Linux that boots up and is only a RDPclient nothing else, like no desktop etc.
If you want graphics you'll have to have X installed at minimum.
Check out this other Superuser question "Easiest linux distro creation" for information on how to roll your own.
It's exactly what you asked for :-)